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Hi, I am reading through the material and in all honesty I just don't understand how this is any different to simply netting off positions. Surely the position itself is already netted within the risk system, so simply displaying a net impact won't change anything at all and therefore the...

Hi David / team, Apologies if this question has come up before I did search to see if anyone had posted anything on this.. I have passed the FRM part 1 and have got a fairly comprehensive list of the formulae which recur from schweser's quicksheet, then supplementary information added by...

Hi David / team, I sat the exam in May and there was a question on calculating the Jensen's alpha across multiple years of returns. I forget the entire question and have trawled through the forums to find links to it to no avail really. I was wondering if you could remember such a question...

Hi, I am looking through the very first set of study notes ( allen) for the valuation and risk models. As an exercise for myself I was trying to replicate the figures for the black scholes calculation on page 30, but was wondering firstly what value you are translating in the Z table to convert...