<t>hiWhat are the simplest answers to these questions? 1. Consider an Interest Rate Swap, assuming the discount factor curve, D(T), is available for all maturities T, how would you value the fixed leg?2. Similarly, how would you value the floating leg?3. Given the discount factor curve, what would b...

<t>hiWhat are the simplest answers to the following questions? 1. Consider an Interest Rate Swap, assuming the discount factor curve, D(T), is available for all maturities T, how would you value the fixed leg?2. Similarly, how would you value the floating leg?3. Given the discount factor curve, what...

<r>HiHave you encountered any discretisation problem while pricing barrier options? What if the barrier doesn't lie on the discretise mesh/grid? What solutions can you propose..I know it's a lot of questions but I'd very much appreciate any suggestions you have. Thanks!Regards,<EMAIL email="swetam@g...

I'd advise you to go to Cass. Proximity, good amenities, regular workshops and networking sessions, good Masters programme are some of the reasons why you should opt for Cass rather than Oxford.

Hi,I think the best person to ask is the head of the QF programme at Cass. His email is d.nitzsche@city.ac.uk. I'm sure he'll be glad to help.