Oct 2009

Discussion in 'SP6' started by Crumple, Oct 12, 2009.

  1. Crumple

    Crumple Member

    How everyone found the exam. I thought it was hard but better than last time. if only I had studied more. They surpised last time with more essay type questions. They changed again this time with majority of the paper having mathematical content.

    Anyone remembering any numbers?

    -Swap quetion

    5.03..%
    17,000 something
    20,000 something

    -Longstaff question
    path 4 exercisable

    Any thoughts on the folllowing:

    -Enhancing credit standing of the CDO tranche
    -Last question- volatility and dividends issues
     

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