Appendix

edited January 14 in CIA.Duration

in appendix B, is there the type error? multiple Net PAID @ 36

Comments

  • Oops yeah thanks for pointing it out

  • edited January 15

    for the same question, is the effective duration formula listed is wrong? is it should be ((V0-0.1%) - (V0+0.1%)) / (2V0deltaY).

    Also, at the top of appendix, you mentioned there is a excel exhibit. Do you know where I can find it? Thanks.

  • Uhhh yeah V - 0.1% means V0 - 0.1%. Im just trying to make it look less ugly with fewer characters - If you go to the 6C syllabus and scroll to the link for the duration paper, you will find that it is right underneath

  • edited January 17

    I tried to open both available links in the syllabus, one for article and one for excel illustrations. Both links are not found.

    update:

    • the excel sheet link is working now
    • the link to article is still not working
  • edited January 25

    Apologies for the delay in responding. Your post slipped through the cracks. This is a issue with the CAS website and we are unable to do much :/

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