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Passed yay! 111211. Thank you David, Nicole and team. I used BionicTurtle exclusively for both Part 1 and 2 both professional package and the materials were really useful. The excel sheets really helped with those quantitative concepts. Furthermore, when the exam were postponed, BT extended my...

Hi, dont mind i wanna ask something else from this reading as well How do central banks cause credit spread to tighten? Do they buy corp bonds, (making their yields go down due to increased prices), making the spread from the gov bonds narrower?

Hi everyone, just curious about this part. I thought that a higher volatility increases the price of the option? meaning if you overestimate the vol of an option, you would have overpriced options, rather than underpriced?

Hi BT team, Do keep us informed about the decision for subscription, bought the Profession FRM 2 on July 2019 with plans to take it on May 2020. A bit of roadbloack to my studying when the syllabus changed quite a bit. And then a bigger roadblock when the exam got deferred to Oct. Crazy, how...

Hi everyone, @David Harper CFA FRM , Is there a spreadsheet for this? doesnt seem to be included in the course material (only for the example for risk budgeting across asset class) Having a hard time deriving the numbers myself, also cause i am not sure which numbers are given as an...

Hi friends, is it just me or should that last plus sign be an equal sign instead. so its E(et^2 | omegat-1) = E(et^2). page 31 diebold chap 8 notes

E[(Yt- theta*(e_t-1))^2| omega_t-1] = E[(e_t)^2 | omega_t-1] = sigma^2 hmm, i need a little bit more clarification from here on, does anyone mind, showing the full steps?

Out of curiosity, is the quoted clean price of 115 and the CF of 1.6 assumed? or is there a way we can calculate this on our own.

'' In the second scenario, the producer is exposes to a future spot price decrease, such that the appropriate hedge is a short position in coffee futures contracts. In this case as the future sale price is not predetermined, the underlying exposure is effectively a short position such that the...