Recent content by lianne

  1. L

    Does selling a call option also counterparty risk free?

    That makes sense. Thank you, David!
  2. L

    Does selling a call option also counterparty risk free?

    Hello, we know that selling a put option has no counterparty risk as you would be expecting to pay only. How does selling call option work? Thanks!
  3. L

    M^2 Modigliani

  4. L

    Portfolio Unexpected Loss (ULp) & Risk Contribution (RC)

    Thank you, Nicole and David! It's really helpful.
  5. L

    Portfolio Unexpected Loss (ULp) & Risk Contribution (RC)

    Hello, guys, May I just confirm that the risk contribution and unexpected loss calculations are all dropped in 2014 part 2 exam? I couldn't find those formulae anywhere... I'm just a little worried as I saw them a few times in the past FRM practice exams. Thanks a lot in advance!
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