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Thanks @QuantMan2318 - momentary confusion:) Thought it was Brian who attended the Moody's webinar! Jayanthi

Yes you are right - in which case it would be: mu∫norm(x)dx + sigma∫x*norm(x)dx = mu*cum.norm(x) + sigma*[x*cum.norm(x) + norm(x)*(x^2)/2].......(3) Have to look up integration by parts.....Thanks!

Hi @QuantMan2318, Totally agree with the above derivation. Just one more thought: From your equation: mu∫norm(x)dx + sigma∫x*norm(x)dx = mu*cum.norm(x) + sigma*norm(x) as a result of integration by parts.............(1) mu∫norm(x)dx + sigma∫x*norm(x)dx = mu*cum.norm(x) +...

Thanks Brian - appreciate it:)

Just missed the Webinar Brian. Did you attend? How was it? Have asked them to send me a link to the webinar or a pdf file.... Thanks! Jayanthi

Hi @Stuti, Please refer to the following thread: P2.T6.411. Expected (EE) and potential future exposure (PFE). Please refer to David's answer to 411.3. I did go through the formula in Gregory's appendix. It does makes a lot of intuitive sense to me. However, the derivation in the last step...

Hi David - totally agree with you - the CF and P/L syntax are confusing. Also, the second scenario does not make any sense! Thanks for the clarification:)

Maybe the quants and researchers in London banks should move to bitcoin - just a thought!

Yes, I found it rather unusual too David :) Jayanthi

Hearty congrats @Mkaim:)

Hearty congratulations Brian - just knew that you would pass in flying colors:) Jayanthi

Hearty congrats @HarshilDave, @ashish_pandey and @ngocmnb314 !

Hi @brian.field, Thanks for the Moody's posting on the Brexit webinar. Will most definitely register:) Jayanthi

Hi Nicole, Could you please let the $15 Amazon gift card to accrue. Thanks a lot - appreciate it:) Jayanthi

Hi @indra, I think Scenario 1 is correct: Gain from call option exercise: By exercising the call option now, AH gets to assume a long position in two underlying copper futures contract at strike price of $3.30/lb. This means that he gets to buy the underlying copper at only $3.30/lb on...

Cameron should immediately apply for Britain to become a Union Territory of the Republic of India - for 200 years maybe!! - The Better India