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Hi David and Nicole, I have passed FRM part 2 with 1,1,3,3,2,1. Thank you for all the help though Forum threads, mock questions and explanations. Cheers, Anir.

Hi David, Is there a study note for the 2 new Learning objectives introduced in FRM part 2 exam for 2021 in Credit risk topic under CVA chapter 17 of Jon Gregory, The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital, 4th Edition (West Sussex, UK: John Wiley & Sons...

I passed with 1,2,1,1.. Thank you so much David & Nicole!!!

S666, arkabose and David, Thank you so much for the explanation. Regards Anir.

Hi David, Trust you are doing great. I am confused in regard to the impact of roll return in contango / backwardation and basis strengthening or weakening in case of short or long hedge. Please correct me as I think I am missing something here. In case of unexpected strengthening of basis- cash...

Hi Team BT, Request help with this question. A non-dividend-paying stock is currently trading at USD 40 and has an expected return of 12% per year. Using the Black-Scholes-Merton (BSM) model, a 1-year, European-style call option on the stock is valued at USD 1.78. The parameters used in the...

Hi Team BT, As per my understanding the formula for calculating SE is : Sample SD/SQRT(Sample size). However in some cases the formula used to calculate SE is SQRT(Sample SD/N) in BT study notes. This way of calculating will generate a different value of SE. Hence request to clarify on the...

Hi Team BT, A follow up message. Have gone through the video on Exotic options but couldn't find the study notes for the same. Will it be uploaded in the study planner?

Hi Team BT, Have gone through the video on Exotic options but couldn't find the study notes for the same. Will it be uploaded in the study planner?

Hi, Thanks a ton !!

Hi David, I have a question on binomial tree, here it goes: Currently, shares of ABC corp trades at USD 100. The monthly risk neutral probability of the price increasing by USD 10 is 30% and the probability of the price decreasing by USD 10 is 70% . What are the mean and SD of the price after 2...

Hi David, While going through the video under Valuation and Risk model for the topic in chapter 5 and 6 in Tuckman, you mention about low relevance in the inception. My questions are: Does these two chapter i.e. 5 and 6 still have low relevance for the FRM Part 1 exam scheduled in May 16 2015...