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David Risk neutrul valuation (Irrelavance of the stock's expected return) Question 1. If we have written the call option than we must be receiving the premium on that. Where have we factored that in our calculation? 2. I found the screencast too brief considering the importance it...

Hi David Any update on my post. Thanks Sumit

DAvid I did posted a reply on the related topic few hrs back but could not see t on forum so posting it again. Basically I am new to FRM course and my concern is on building the base for Market risk (Hull topics- Interest rate futures, options and swaps) which is very important to grasp...

David That would be awesome thanks very much sumit

David First of all thanks for your response on my earlier 2 queries on the edit grids of SRF and skew_kurtosis. That was very helpful. However, I need one more clarification on the practice questions that you put on the blog. They sound very intersting but the problem is with the given...

Hi David Hope Alls well In the captioned editgrids, though I have understood it conceptually, I could not understands few calculations like SRF 1. calculation of b2 2. Variance of disturbance error 3. var (b1) and Se(b1) etc. Similary in OLS- the calculation of reporting...

Hi David A quick clarificaiton In the captioned spreadsheet, I could not understand that why we have calculated the "Adjust for small sample bias" Row A13 and also Row A14. Also I could not find the formula for that in the screencast. Can you please explain the logic. Thanks Sumit

David Thanks for the explanation. It helped to get more insight. Also would appreciate your guidance on understanding the calculation and interpretation of chi squared test of significance (Quant Study Notes 2008). I am little confused on the calculation of Confidence interval in the...

David Referring to your 2008 study notes on Quant , you have given the example of Coke and pepsi to explain the application of variance theorems which uses the formula E(X^2)- (E(x))^2. However, I got confused when you used the formula for Variance of X*Y i.e E(XY)- E(X)E(Y). Can you...

DAvid I am planning to start with Quant since I see that Quant will be used in each topics subsequently and that will help me to understand the other concepts. Simultaneously I will got through your webinars and exam questions to keep myself in tandom with your flow. To start with Quant...

DAvid Thanks for the Early bird webinar could you please let me know whether I have been given access to 2009 Product. I am 2008 customer and you have extended my subscription to 2009. As I go to "Buy Product" now it shows that my subscription will expire on 28FEB2010. I think this means...

David I saw your post above on "my impressions". You have recommended some readings from the text. However, I want know whether you are going to come out with comprehensive notes of Bionic turtle which can help us if we skip the above suggested readings. I recollect that in 2008 you had...

Hi David Since I will be on my annual leave for 3 weeks in DEC08, I was thinking of making the optimum use of the leave to prepare for FRM 2009. Could you suggest me the way to start. Honestly, I am heavily banking on your notes which I wish would not require me to go through the core...

Hi David I had gone through the screen cast MArket C- part 1 and came across the captioned concepts. However while going through the related edit grids, I got lost since the formulas used by you in the calculation (for e.g. portfolio Variance capturing covariance) was going above my head...

Thanks David I appreciate Sumit

David Could not find the captioned excelsheet in the editgrid section. Could you please provide me the link. Thanks Sumit

David I am not able to understand the calculation of spot rate in the edit grid "tuckman ch2 maturity and return", Could you please shed some light on that. Also I would like to know the relation of future rate and coupon rate. In the e.g. when the forward rate 4.734% falls below coupon rate...

Hi David Looking at the study guide of FRM 2008, GARP has recommended more than one readings for each topics. Is it necessary to go through each readings. I understand from some blogs that you recommend to go through the source reading before starting with Handbook and Bionicturtle notes, but...