Search results

the one with the Treynor ratio, Beta, correlation ? I chose Treynor ratio

there was a question about a coherent scenario for a country that exports oil and gas I select the answer that says "drop in oil price and increase in the currency" because not only the oil price drop would hit them but also the increase in currency would hit their exportation any thought ?

As a french leaving in Singapore, I can say that people here take this kind of exam very seriously and again part 1 was full, part 2 was 75% full i would say. Do they count them as "fail" or "no show" ?

Frankly, I believe 55% should be fine but again, difficult to tell. One thing that I notice is that many expected people did not show up ! Numbered Seats were empty, which is, I believe, a good thing

Thanks Lebanon...you are right I believe, I remember this formula from Part 1.

another question about Lognormal and B&S and IMplied volatility. I marked that "both the equity option and the currency option will be underpriced when we use Lognormal". Is that correct ? We are all wondering whether we will pass on not. Although many questions pissed me off, I tend to think...

about the same for me. Some of the questions were just...puzzling to me. But maybe to me only ! For example, the second question: the payoff on the option is 10, the discount factor is 1.01. So far so good. But where was the proba of the prices going down or up ?? If we assumed 50% each, we...

Hello David, I keep reading contradictory things about iid. For the part 3 of the exam, could you give me a list of Var methodologies that assume iid and that dont. thanks a lot

I passed, quartiles 3, 1, 2, 2. I think I am quite lucky. I think I will have to study even harder for the second part...I am 95% happy...

The clearing house will determine WHO to deliver but will not tell you any name. They will tell you WHERE to deliver. It is my job

Hello, I said that it was a violation because he failed to be aware of last update of the regulations (I ignore the fact that it was not a best practice): dont know at all if I am correct or not for your last question: sorry, dont remember at all this one.

I do not agree. The question was proposing to SHORT crude oil futures. In a crack spread you want to be LONG the oil futures and short the refined products (that you sell) to protect against downward trend. The first choice made sense to me because it was proposing the short one of the refined...

Indeed, the requirements were pretty much in line with the curriculum this time. From what I remember I had doubts on: - what about the crack spread ? - how much was the correlation: 0.96 or -0.96 ?

Thanks for your prompt replies. It is clear now.

Hello, I am currently studying for the FRM part I nov 2013. But I have the impression that I am not using correctly the study planner. For example, when will the video for Tarantino be released ? I cant see it on the agenda. Besides that, and more importantly, the practice questions "P1...