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  1. H

    FRM Part 2. Tuckman´s chapters

    Hi David, In the Tuckman study notes Under the AIM "Construct and apply an arbitrage argument to price a call option on a zero-coupon security using replicating portfolios" Could you explain: how we know the payoff can be replicated by going long a 1y bond and short a 6m bond? In the study...
  2. H

    Question about using the materials

    Hi David I just finished all of the GARP readings and all of the BT study materials. So I have 1.5 months left until the exam, what's the best way to prepare for the exam at this point? Thanks
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