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    Exam Feedback November 2021 Part 2 Exam Feedback

    Does 50 give you a pass? I think not :(
  2. H

    Exam Feedback November 2019 Part 1 Exam Feedback

    Passed with 1,1,1,1 .. thank you BT! all the best!
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    Historical Simulation

    sure Nicole - maybe a better idea is to setup a forum for all exam takers for this week. Otherwise, the first (lazy path) option is to always generate a new thread.
  4. H

    Historical Simulation

    Quick question - if we are asked to calculate 95% confidence VaR from a set of 100 returns, do we pick the 6th worst or the 5th worst return?
  5. H

    Computing delta of an ATM call using N(d1)

    Would it be ok to assume a delta of 0.5 for an ATM call instead of applying the BSM N(d1) calc on the exam?
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