@Maged I see that ur country code is included, but unless u specify if +20 is your code or +201 or +2010..etc...it's hard for me to discern that. Requesting folks to separate out their country code and main numbers ....
@David Harper CFA FRM Thanks a bunch David ! for pointing to the resources above. Yes this makes sense to me, now that I brushed up and remembered the maxima, minima concepts.
Hi Nadia @NadiaSayyam
Also trying to add you to our group. :) I see that your country code is +92. You mentioned that your main no is 03322446323. Is the (033) some sort of code for any state within the country ...asking coz it is unusual to have a phone no starting with '0'...please advise... :)
@amittamhankar @Ashok_Kothavle @ami44 @swtrotter @[email protected] @MissHetty
Hi guys I have created a Whatsapp group for FRM Part 1 Nov 2016 aspirants. I have added @amittamhankar and Nabil @hellohi to the group. If the remaining of you wish to participate, you...
@amittamhankar @Ashok_Kothavle @ami44 @swtrotter @[email protected] @MissHetty
Created a Whatsappgroup for Nov 2016 FRM Part 1. I added Amit already. Is (009) the country code..?
Hi,
In reference to R7.P1.T1.Elton_Topic: Minimum_Variance_Portfolio:
I am trying to get a feel of the fact that the Minimum Variance of a Portfolio = First Partial Derivative of the Standard Deviation of the Portfolio set to zero. Can anyone explain why we are doing that in order to derive the...
@David Harper CFA FRM Let me start by saying Happy 4th (belated) :) and thanks for taking the time for the clarification. Yes when I plugged the 10.63% , the variation of the std-dev formula yielded the expected value of 2.984%. I do prefer to use the formula Σ[u(i)^2]/(n-1) -...
In reference to P1.T4.VAR-HULL-
Ch15_LearningSpreadsheet_4b.3.volatility_ma:
I was trying to work out the Std Dev formula:
SQRT[ sum( squared x) / (n-1) - { (sum(x) ^ 2 ) / n*(n-1) } ]
which is :-
=SQRT(I4/(n-1)-F4^2/(n*(n-1))) in the sheet below.
= SQRT [ .1603/ (120-1) - {(20.13/100 ) ^...
Hi @ShaktiRathore Have a quick question here ...in this derivation of the Delta, you started with the Black Scholes formula for the Option Price:-
c=Sexp(-qT)*N(d1)-X*exp(-rT)*N(d2)
Isn't the formula c=S*N(d1)-X*exp(-rT)*N(d2) without the extra factor of exp(-qT) ......? We are not supposed to...
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