Hi @David Harper CFA FRM CIPM I just did the 2014 GARP Practice Exam and came across the question below.
I can't remember reading anything on high price. Appreciate that you can advise me please on this.
An experienced commodities risk manager is examining corn futures quotes from the CME...
Hi @David Harper CFA FRM CIPM I am revising the hypothesis testing and i came across this. I can't recall if I have already asked you. Appreciate if you can go through with me how to obtain t-stats=1 with the value of 16.36% and df=24 from the t-tables.
Question:
4. A sample of 25 money market...
Hi @Nicole Manley, thanks for your reply. However, as mentioned in my previous thread, there is no notes found under PT.T4 Valuation & Risk Models Reading 20, page 60. Will an update be done soon?
Hope to hear from you soon :)
Hi @David Harper CFA FRM CIPM, riding on the topic that was created back in Apr 2014, I would just like to check on one of the AIMs for Tuckman Chapter 5. In the notes, PT.T4 Valuation & Risk Models Reading 20, page 60 - AIM: Construct an appropriate hedge for a position across its entire range...
Hi @David Harper CFA FRM CIPM , at the moment, I am going through the practice questions for BSM. I am having problems knowing which equations to apply. I must say I do not understand this topic very well. It would be great if you can summarise the key points I will need to know for the exam...
Hi @David Harper CFA FRM CIPM I am going through the example on page 101 Hull Chap 7. I dont get how the forward rates are calculated. Appreciate if you can show/explain it to me. Thanks heaps!
Hi @Alex_1 thanks for your reply.
I read through 69-70 unfortunately I still can't get the answer for the question on pg65 using both the formulas interchangeably.
Appreciate your help :)
Hi @David Harper CFA FRM CIPM & @Nicole Manley, i am on page 65 under Hull Futures Options and Derivatives. Can you please advise that both the equation for Commodity i.e. Fo= So*e^(r+u-q-y)T and Fo=(So+U-I)^e(r-y)T will arrive at the same answer.
Hi @David Harper CFA FRM CIPM thanks for your reply. The assumption made is it due to the question that it is a bond and thus we used the bernoulli/ binomial distribution where there are only 2 instance (i.e. default and no default) and thus we use mean=np and variance=npq?
Hi @David Harper CFA FRM CIPM, I am having problems deriving the Skew and Kurtosis for question 5 found behind the study notes of Miller, Chap3 Basic Statistics. How is the 3rd & 4th central moment derived?
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