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    Mock Exams

    awesome! thank you, guys.
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    Mock Exams

    will there be another P2 Mock exam for 2013?
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    10 days left..

    We now have about 10 days to the exam. I'm thinking of reviewing PQs especially for the questions that I did not get at the first time rather than reading the materials again. I am curious to know how people are preparing the exam between now and 11/16. I would appreciate if anyone could...
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    Formula sheet FRM 2

    yeah, I kind of remember I saw formula sheet(s) for FRM part 1 and/or part2. I might be wrong though. Can somebody please put some links if they exist? I could not find them via search. Thanks in advance.
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    PQ pdfs

    Hi BT, It looks like the pdf files uploaded(Stowell, Bodie, and Jorion) are not containing the right context. Please take a look at them. Thanks.
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    parameters in garch(1,1)

    thanks guys!
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    parameters in garch(1,1)

    David, I think I just needed to enter some constraints to "match" the likelihood value in the excel solver to get the estimated prams... right? :) thanks.
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    parameters in garch(1,1)

    In the spreadsheet, did you use the excel solver to get the omega, alpha, and beta? what was the function(model)? was it something like f(alpha, beta, omega)=Log Likliehood value ? I tried to find some formulas in the spreadsheet. maybe I'm not familiar with the excel solver...
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    parameters in garch(1,1)

    Hi David, probably someone already asked this before, but it was not straightforward to find my question. please understand.. :) so my question is.. How do people choose the parameters - omega, alpha, and beta- in garch(1,1) in practice? I understand the properties between them such as if...
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    PQ for gregory

    Hi David / BT, I’m studying counter party risk and found practice questions for Malz, but Gregory. Are you guys working on PQ for Gregory’s chapters as well?
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    Tuckman chapters for T5

    Hi David, I have the same question regarding video for Tuckman's chap 9 and 10. please let us know. thanks!
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    when the future price isn't predetermined..

    In the notes... --- 2. To a key customer, the coffee producer promises to sell 100 pounds, on a date one year in the future, at the future spot price In the second scenario, the producer is exposes to a future spot price decrease, such that the appropriate hedge is a short position in...
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