Hello David - On question 67.3 and 67.4, May I kindly request to provide the effect of gamma and theta. Also may I kindly request to provide the formulas for calculating Gamma, Vega and Theta.
Glad you are facing the same issue. I had this issue when I use MaC and when I switched to windows I was able to login to Garp site but response time was slow. When I clicked on FRM part II they mentioned the results will be release on Dec 4th. I guess Patience is the key for one more week :)
Hello - Good luck!!! There is definitely an error on click on register date in your letter as it should 2021. I am not able to login to GARP site. Sorry I haven't got any email and I believe results are pending.
Hello - I tried to login to garp site and not able to login in successfully as it refreshes and displays only the main page. Not sure if anybody experienced this issue. I tried to reset my pwd and it refreshed the main page. Thx
Hello - I am trying to calculate Risk neutral probability of three step process
P2.T5. Market Risk Measurement & Management
In page 27 study download, three step binomial tree
I do noticed risk neutral probablities
May I kindly request to paste the step by step calculation?
Hello - I live in Houston and planning to pursue ERP. Wondering if we have good course program like bionic turtle for ERP. Please advise.
Regarding ERP Part1 - I do see passing rate was low based on historical data posted in GARP. Wondering if the syllabus is more theory than math. I looked at...
15.21. A bank has the following transaction with a AA-rated corporation a) A two-year interest rate swap with a principal of $100 million that is worth $3 million b) A nine-month foreign exchange forward contract with a principal of $150...
Hello David - How are you doing? I am preparing for FRM part 2 and noticed Operational risk and Review sections specific to instruction videos and question sets shows "Coming soon". Please advise as we have only a week to go for the exam. Thank you
Can you please explain the math portion on this question
A five-year bond provides a coupon of 5% per annum payable semiannually. Its price is 104.
What is the bond's yield? You may find Excel's Solver useful.
The answer (with continuous compounding) is 4.07%