Search results

  1. B

    IMPORTANT PLEASE READ: Updated Materials for 2015

    Hi again, short question regarding FRM Part II, Current Issues: I can only find two readings in your study planner, but on the GARP homepage there are 9 readings listed. Are 7 out of 9 readings missing one week before the exam or am I just confused from all the learning? Thanks for a short response
  2. B

    IMPORTANT PLEASE READ: Updated Materials for 2015

    Hi Nicole, thx for your response. One short question with regard to Risk Management and Investment Management. In my Schedule I have written down a chapter Andrew Ang, Asset Management..., Chapter 13. Illiquite Assets. I cannot find this in the study planner. Is this not part of the FRM II ...
  3. B

    Tuckman Chapter 7, risk neutral probability

    Hi Shakti, thanks again for your response. I would agree with your calculations, if the same probabilities were used for the two paths/time steps (from T=0 to T=0.5 and from T=0.5 to T=1.0). Anyhow, in the tree showing the risk-neutral probabilities, the "probabilities" from T=0 to T=0.5 differ...
  4. B

    Tuckman Chapter 7, risk neutral probability

    Hi Shakti - Thanks for your answer and I aggree with your calculation given risk-neutral probabilities are known before calculating the nodes. But then I would like to add a question: How do we calculate the risk-neutral probabilities in this example? Kind regards, Bernd
  5. B

    Tuckman Chapter 7, risk neutral probability

    Hi there, i would like to add a question regarding the values in the Binomial Tree. I understand how we derive Price[0,0], Price [2,1], Price[2,2], Price[2,3], but I do not understand how to derive Price[1,1] =946.51 and Price[2,1] = 955.78. In the bullet points above this step is not...
  6. B

    IMPORTANT PLEASE READ: Updated Materials for 2015

    Ney Nicole, thanks for your response. I just learned, that from Tuckman (Part II, Market Risk), chapter 6 is also missing. I appriciate your effort to prepare all the material. Anyhow, I still need some material to learn for the exam (which is in 4 weeks from now). Would it be possible to grant...
  7. B

    Cost of Liquidity (suggested edit)

    Thants @afterworkguinness . Your addition makes the difference here! Please include!
  8. B

    IMPORTANT PLEASE READ: Updated Materials for 2015

    Hi there, I just signed up for the study material for Part II of the FRM exam - driven by the fact, that new readings are required this year which are not included in my past years FRM Part II study material. However, I cannot find the Meissner chapters 1-4 right now. Would it be possible to...
Top