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    Basel III: The Liquidity Coverage Ratio and Liquidity Risk Monitoring Tools

    Hi BT Team, Can you please clarify if there're any materials for the "Basel III: The Liquidity Coverage Ratio and Liquidity Risk Monitoring Tools" reading, which has been assigned for 2013 and 2014? For some reason, it's omitted from the Study Planner, although its neighbour readings are there...
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    2014 FRM Calendar

    Hello BT Team, Can you shed some light on when the material will be updated to meet the aims for 2014 so that your students can plan their learning activities accordingly. Thank you,
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    Credit de Servigny, Chapter 3 video - lognormal Future Firm Value

    Hi David, Can you please help me out with the lognormal distribution, I think i’m missing some very basic concept here :( Slide #12 says “Exp Future Firm Value (lognormal)=$13.34” - which is S*exp(mu-vol^2/2) - why is that? - I’ve always thought that, given the return follows GBM, the expected...
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    Tuckman, equilibrium vs arbitrage-free

    Dear All, I've done all questions and read the chapters assigned, yet there's one thing I cannot get enough clarity on. Tuckman describes 3 models (m1, m1+drift, Ho-Lee), then he makes some interesting points regarding model types (equilibrium and arbitrage-free), and then again gets back to...
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    Exam question: Can I make notes on the question-sheet?

    Does anoone know if it's allowed to use the question sheet for making notes, calculations, etc? I've just realized I'm so much used to it that it'll be very inconvenient to write somewhere else, spending time switching between papers!
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    Tuckman, Chapter 5&6?

    Hi David, Shall we expect practice questions for Tuckman Chapters 5 and 6?
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