Search results

I'm confused, why I'm having the expected volatility in question b estimated at 1.35% (for 20 days, just to take an example) BUT then, I proceed to use yet another estimate of volatility for options for the same period? (It is so high, 22.61% per year=> 22.61%/sqrt(252)= ... 1.424%. I don't...

I wrote this a long time ago; feel free to used it as you- and any member here- see fit. It was never published.Only caveat: it is in Spanish (mostly).

Thanks!

Hello: The answer to this question states: "The spreadsheet is used in conjunction with Solver..."; I can't find the Excel' spreadsheet with the Solver problem. I could go ahead and do it...but, I do not want to re- invent the wheel...Please let me know if anyone has it, or if was it supposed...

Got it Abowen...this is assuming the same level of preparation of fellows candidates; therefore, you must work to AT LEAST ensure you would got Q2 in the last test...if you are going to retest; and get a little more assuming every time the test is harder and your fellows' are much brighter and...

Oki-doki

Got it... So, it goes sort of like: a) Q1= "?"=A b) Q2=solid = B c) Q3=basic =C d) Q4=poor=D So passing cut off is B average...for every C an A. What is Q1? "Superb"? Good points, thanks..>Will let you know next time.

I failed.(studied on my own plus I discovered this site late, lolz) ..but, this I got (since I was a goner in FRM I, FRM II is not even checked although I thought Level I was a fair test; Level II was more difficult ) a) Foundations of Risk Management: basic understanding. b) Quantitative...