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Given interest rates flat 2%.
• Compute risky PV01 of initial the par CDS spread of 5% and 5 years time horizon.
• Assume current spread is 7%, Use the computed risky PV01 to verify that this is approximately riskyPV01*(S-S0)
• Consider a CDS at 5Y with par spread at 6%. Bootstrap the hazard rate between 5Yto 6Y to match the par CDS spread.
caroline weslin needs to decide whether to accept a bonus of 1820 today or wait two years and receive 2100 then. she
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He has also gathered the following collection estimates regarding the forecast sales:
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Marcus, Inc., a U.S. company takes out a 1-year loan in Germany. The U.S. 1-year interest rate is 5%, and the German 1-year interest rate is 6%. The spot rate of the euro is $1.33 and the 1-year forward rate is $1.29. Calculate the effective finan..
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