ASM Lesson 24-26 - What to concentrate on

samedi 8 novembre 2014

So, I have studied most everything from ASM Lesson 1-23. However, for 24-26, I haven't done a lot. I know this area is important. My question is, if I have limited time, which topics should I concentrate on? I think I will at the minimum get through Lesson 24. I have started that and done some problems on the Black formula for bonds. My question is essentially asking what should I study to maximize my points. This would include some combination of which topics are easiest to get, which topics are most likely tested, etc.



I'm most interested from people who have already finished studying through ASM as they would have the best idea of what is in ASM.



Lesson 24 - Interest Rate Models; Black Formula

Lesson 25 - Binomial Tree Models for Interest Rates

Lesson 26 - Equilibrium Interest Rate Models: Vasicek and Cox-Ingersoll-Ross



Any help is greatly appreciated





ASM Lesson 24-26 - What to concentrate on

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