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    Explain Correlation-weighted HS example

    Its been a few years out of school so my math is a bit rusty. So I'm not following dowd's example 4.1 for Correlation Weighted HS in the notes, page 26. Some questions: how did you get A = [1, 0, p, sqrt(1-p^2)] How did you get that the correlation of A bar is 0.9?
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    L2.T5.43 Multi-period binomial interest rate tree (Tuckman)

    @David Harper CFA FRM can you please explain the reasoning behind 612.50 for the replicating portfolio? I am not sure how this number came about. Also I'm not sure how the cost came at $0.58, the difference is 629.34 - 612.50
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    YouTube T5-01: Lognormal Value at Risk

    Hi, @David Harper CFA FRM can you tell me around 17:15 in the video why you get the substitution for R' to be Mu - sigma(z) It's very similar to normal but I can't see where you derived it. Please clarify. Thanks! EDIT: I kind of see how it is done. So a yes or no answer would suffice. If you...
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