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    FRM 2015 Study Guide is out today

    Hi @Nicole Manley happy new year!! Appreciate if you can roughly advise when the materials for part 2 will be updated?
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    GARP 2014 Practice Exam Part 1

    Hi @David Harper CFA FRM CIPM just wondering for the passing mark for FRM part I exam, is it 70% or 75%? Regards, Sun
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    High price - 2014 GARP Practice Exam

    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...
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    Win prizes for forum participation!!

    Hi @Nicole Manley, thank you so much!! A starbucks gift card would be awesome for me :)
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    Student t distribution

    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...
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    Multi -Factor Risk metrics/hedges and Key rates - testability and level1 relevance

    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 :)
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    Multi -Factor Risk metrics/hedges and Key rates - testability and level1 relevance

    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...
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    Black-Scholes-Merton Model

    hope posting here is better :)
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    Black-Scholes-Merton Model

    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...
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    Mixing continuous and annual compounding in interest rate swap valuation

    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!
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    Relationship between forward and spot price

    Thanks @Alex_1, @Roshan Ramdas & @David Harper CFA FRM CIPM for your explanations :)
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    Relationship between forward and spot price

    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 :)
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    Dirty Price

    hi all.. from the calculator.. how do I get 1043.76 to 1056.73?
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    Relationship between forward and spot price

    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.
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    Beta distributions

    hi @David Harper CFA FRM CIPM just wanna check if we are required to know the exponential, beta, gamma and Weibull distribution for Nov14's exam?
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    coskewness and cokurtosis

    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?
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    Z-Table during the exam

    Hihi, how do i get the one sided p-value of 13.5% for ques 3 under R.10P1.T2 pg 91.
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    coskewness and cokurtosis

    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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    Amnec Reading

    h hi @David Harper CFA FRM CIPM thanks for your reply :)
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    Amnec Reading

    thanks @Alex_1
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