Search results

could you add me +491729182781

"You are your own third party and what do you do? your CVA becomes worthless as the counterparty comes more and more to default."--- CVA will decrease in magnitude or become worthless ? interesting thread.

$15 Amazon gift card please. thanks.

please add me +491729182781

please add me +491729182781

please add me +491729182781

IMHO focus of question was drawback of SMA approach. In SMA approach risk exposure is one the factors. This might encourage Banks to take risky exposures(high risk high reward) which means Banks might go unpunished for more risk exposures. Did anyone remember the options for the answers on this...

Big price move on either side ( price of the stock either increase by X% or decrease by Y% ) would effect the TAIL more -- hence will pull up the implied Volas for the tails. So writers would expect a higher premium on the OTM Calls/Puts -- Smile curve IMHO would capture that move.

Thank you David and BT team. yaay. finally!

How relevant are these topis for level 1? Is it testable? if yes what should we focus on. I am asking because in the practice question these appear to be part of level 2. Thanks.

Also the wiki link(http://en.wikipedia.org/wiki/Pricing_point) confirms that WHERE (Delivery point) is part of the contract. "In a futures contract where the underlying is a physical object, such as grain or oil, the price of the futures contract is quoted assuming delivery of that physical...

Agree on the number of contracts question given index beta. There was only one correct answer which made it tad easy

Also there was one question to find updated correlation coefficient You have to find updated covariance, use the 2 std dev to find updated correlation. does anyone recollect such a question?

Q 66 is "Market order" as Lesnar pointed said "QUICKLY" thats the key. Hall mark of the exam was for the non numerical questions you could eliminate 2 options quickly other two option required some bit of deep thinking and was often tricky. Imp it did test key ideas. Q 75 agree with @babyik ...

any feedback? questions asked..difficulty level please.

Any idea why the Z table was given..i could not find a relevant question..may be im wrong..they could have saved some trees.

There were 3 binomial option questions in this years FRM..2 for sure!

hi shakti i am a keen follower of your posts in this forum. like the way you keep it simple. thanks