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  1. A

    P1.T4.321. Fixed income single-variable regression hedge

    hi monte-carlo...can u plz explain how u solved the last two options of third question....I'm using the formulae ((beta*dvo1 of nominal/dvo1 of tips)-1) but not getting the answer...how to use the face amounts of bonds in this formulae?? TIA....
  2. A

    P1.T4.29. Limitations of Value-at-Risk (VaR). Coherent Risk Measures.

    somebody plz help with question no. 1...
  3. A

    P1.T4.200 Linear value at risk (VaR)

    As is written in the solution of 200.3...why have you divided (D*Var*P) by 2??
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    P1.T4.312. Discount factors and spot rates extracted from swap rates

    d b c
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    P1.T4.317. Carry-roll-down, realized forwards and unchanged term structure

    can somebody please explain question 2 as i'm getting both option 1 and 2 as incorrect...
  6. A

    P1.T4.321. Fixed income single-variable regression hedge

    hi...can u tell me the formulae used in the second question??? i.e. the formulae for calculating the volatility of the p&l of the hedged portfolio...
  7. A

    P1.T3.404. Long/short the basis

    how can the answer to 404.2 be option b?? after getting into exchange for physical gold, the investor will be short the future as then only he can exchange for physical gold...someone plz help...
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