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    Exam Feedback May 2018 Part 1 Exam Feedback

    Antithetic referred to the complement set .. and i think the question referred to the complement set correct?
  2. P

    Exam Feedback May 2018 Part 1 Exam Feedback

    Mistake here i took p = 0.99 and 1-p as 0.01
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    Exam Feedback May 2018 Part 1 Exam Feedback

    Dont remember the OTC answer statement but maybe it was D For operational risk allocation i marked case where the business units doing good and making profit are allocated less capital
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    Exam Feedback May 2018 Part 1 Exam Feedback

    Also one more on firm having GBP equivalent asset of 200 mil USD what is the gain when spot rates change i was getting gain around 31.4 mil not sure whether its right One on option contract for Copper price. Now of 3.17 strike of 2.25 price after months of 2.95 what is the profit on option i...
  5. P

    Exam Feedback May 2018 Part 1 Exam Feedback

    Also one more on firm having GBP equivalent asset of 200 mil USD what is the gain when spot rates change i was getting gain around 31.4 mil not sure whether its right One on option contract for Copper price. Now of 3.17 strike of 2.25 price after months of 2.95 what is the profit on option i...
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    Exam Feedback May 2018 Part 1 Exam Feedback

    Some questions i remember about information criterion with best consistency answer was SIC expection of jump on both sides for a security which is the best spread to apply to capture volatility using puts I marked long butterfly answer is i think is short butterfly One question on difference...
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