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I'm working out this question with regards to volatility estimation and i'm looking at the sheet. It uses a simple return estimate with the formula (Si/Si-1) - 1. I'm guessing this is something specific to chapter 21 of hull? as chapter 22 is using either ln(Si/Si-1) or Si-Si-1/Si-1. Second...

btw Lin does not give me the correct results

Just tried it a moment ago. Not getting anything else then error 4. It does work in 2nd stat ==> Lin but not in 1-v mode as explained in the manual. steps i did: 2nd + clr tvm 2nd + clr work 2nd + data x01 = 0 enter y01 = 0.2 enter x02 = 1 enter y02 = 0.3 enter x03 = 2 enter y03 = 0.3...

I'm trying to get a hang of the texas instruments ba-2. I was busy with question p1.201.2 and have the following sheet: X Y 0 0.2 1 0.3 2 0.3 3 0.1 4 0.1 so I added everything to the datasheet (2nd + data then X01 = 0, Y01=02, X02 =1...

I'm trying to calculate the example. And I think I have it right. However i don't quite get the right answer as per example. if i take the pv of the yen it's 1109. divide it by 110 then you get $10.08(181818). If you subtract $9.68 i'm getting $0.40 (or if you use the unrounded number you...

I'm looking at question 4 of reading 12 chapter 6. if a bond portfolio with a duration of 9.0 years is hedged with futures contracts in which the underlying asset has a duration of only 3.0 years, but the volatility of the 3 year interest rate is greater than the volatility of the 9 year...

I have a question about the answer given in reading 12 hull chapter 3. (question 5). The question states that a contract has been negotiated to sell one million barrels of oil. If i read it correctly, the oil producer already has an obligation to sell one million barrels of oil (and given...

Quick question. I was doing some of the exercises from miller chapter 5 (frm chapter 4 book 2). And the first question was to calculate the probability of the population mean being different than the sample mean. in any case. I calculated the t-statistics. which was about 0.53... however there...

I'm very confused. I'm studying for part 1 (and only have p1 membership). However i'm getting part 2 videos in my study planner i.e. P2.Quantitative Miller, Chapter 4 P2.Quantitative Miller, Chapter 3 P2.Quantitative Miller, Chapter 2 When i open the video. It says p1 though. Also I havn't...

that looks super sleek and sexy... and might i add, very portable to a mobile phone version of the site :)

I think this might not even be a bad idea. If you do have some beta up and running, you might want some input on what does or does not work... I certainly would want to have a look at the new design :)

Hi Suzanne, Any idea when the Garp Code of Conduct notes will follow?

I'm reading p1.t1.r2 which was published a couple of days ago. on the 5th line (the definition of variance of p) i see that the covariance ab is being added instead of multiplied. Is this an alternative calculation or a typo?

Gotcha, thanks for the quick reply.

I have a question about the schedule as show in the first post (i.e. 2013 july, august, september). Is this a schedule that shows when what is going to be published or a schedule for me to see when I should learn certain notes? I'm a bit confused because I do see notes r1 (published 1 of july...

Does the Netherlands qualify as international purchase?

I'm wondering if it is advisable to do FRM level 1&2 in one go. It'll be my first go at this. A few things are unclear. 1. Will my score for part 2 be gone if i fail part 1. (i.e. you have to do part 2 again) 2. Is it possible to learn both parts in one go or will i be sacrificing sleep time...