2235数理金融简单数值题short
Coupon Needed for a Target Upfront 15
题目
A CDS has market spread 0.04 and risky annuity RPV01 = 4.8. What standard coupon would make the linearized upfront equal 0.024 per unit notional?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
A CDS has market spread 0.04 and risky annuity RPV01 = 4.8. What standard coupon would make the linearized upfront equal 0.024 per unit notional?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案