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Hi David, Generally when we use different compounding frequencies what day counting convention is used there? ( I.e. when we just say talk about compounding and not day count conventions)..... And in T- bills , Eurodollar etc... Where different day count convention are used... We say for...

Hi David, This is screen shot from notes on VaR. Can you please explain how do we get answer 1.3% in " Historical Simulation VaR" methodology?? Thanks.

Hi David, Can you explain these two terminologies w.r.t to commodities futures. I am getting really confused when to add what to risk free rate. Also is lease rate always positive .i.e. is it always added to the risk free rate? Thanks.

Hi David, If not specified in question are we suppose to consider 1 tail or 2 tail? Pls advise? Thanks

In the solution while calculating swap price in terms of FRA why are the time periods takes as 0.25 and 0.75?? Unlike in bond calculation time are 0.333 and 0.833... Which seems more logical to me.

Q. "Companies A and B have been offered the following rates per annum on a $20 million five-year loan: Fixed Rate Company A Floating Rate 5.0% Company B LIBOR+0.1% 6.4% LIBOR+0.6% Company A requires a floating-rate loan; company B requires a fixed-rate loan. Design a...

Can anybody tell me what is difference between Covar(X,Y) and Var(X+Y) and formulas for both of them. If different... Thanks.

I don't understand how this works? "For n = 20 stocks (i.e., long 10 stocks and short 10 stocks) the investor will have a $100,000 position (either long or short) in each stock. Net market exposure is zero, but firm-specific risk has not been fully diversified. The...

My question here is how do we find out each of them? And if not specified which one to use in calculating Information Ratio?

My Question here is How Bankers's trust Case is Classified as Case of "Customer Conduct"...While it is clearly evident from Allen's reading that BT mislead and manipulated P&G and Gibson. Why is it not a case of Misleading Reporting??

I do not understand this concept "If the cost to hedge bankruptcy risk is zero risk management creates value because the market will bear the diversifiable risk." How the market will bear the diversifiable risk? Can somebody pls elaborate? Thanks.