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Hi David, i have passed the FRM exam..thanks for all your support and guidance..you got me through one tough exam.it would not have been possible to pass this exam without ur briefcasts and prompt replies to all my doubts..because of ur briefcasts i saved lot of my time otherwise it would not...

hi david, 1) In credit spread call option the payoff is : NP * duration * max [ (strike spread - credit spread(t) ) , 0] so when credit spread falls imples bond prices increase this gives a payoff from the option it is being said that this option creates a hedge against a...

hi david, sorry for asking questions all the time despite knowing that u are so busy these days, but i dont have any other option bcoz there is only one david harper in this world.......... this is a question from FRM 2003 Which of the following statements most accurately reflects...

hi david, i have many problems in understanding crpm, could you plz help me out with the above question or suggest what should i refer to get my doubts clear on this topic.... many thanx adi

hi david, nice briefcasts on basel II !!!!!! i have few doubts on creditmetrics how does creditmetrics use these things in calculating portfolio risk. 1)The term structure of interest rates- (is it because it uses forward curves to calculate terminal value of assets but at the...

dear david, thanx for making all the complicated problems so easy to understand which really saves our time......... plz tell which of the statement is correct between the two: watever i have read till now nothing has been said about mean return in theory of garch The GARCH can...

thanx so much for such a clear and lucid explanation ........... as always adi

hi david, i got stuck at this question can u please explain this and also please tell what is spot rate???? what i think is that yields should be more for zero coupon bond then for coupon bearing bond......... am i right??? question:> Suppose that the yield curve is upward sloping...

hi david, can u please help me here i think from the two perspectives that u have told (ENTITY and DEBT) it is clear to me that higher rates imply lower debt and firm value . so (1) point should be ended here........... am i right???? now i come to the (2) point....... (spread = risky...

dear david, i have always find your way of clearing concepts useful and suggested to many of my frens abt you , i was about to buy your notes but due to my illness (ulcerative colitis) i had to leave the job and then i could not buy your notes......... here i am messed up between two...