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Congratulations to Jamil from Pakistan and Jeeva from Malaysia - Global Prize winners!
see all ACCA December 2022 Genius Hunt Competition winners >>
Specially for OpenTuition students: 20% off BPP Books for ACCA & CIMA exams – Get your BPP Discount Code >>
For BPP exercise book Q58 Katmai Co, I have several questions about it.
1. what is vanilla interest rate swap? It says the swap rates are quoted at 5.25-5.40, what does this mean? which number I should use?
2. For VaR calculation, I don’t quite understand how it is calculated? Can you explain how it is done.
We have free lectures on both swaps and on value at risk on this website (you can find them from the main P4 page).
I am sorry, but I cannot type out all of the lectures here 🙂