Search results

  1. S

    Correlation variance swap.

    Thanks David I think I am understanding this better. To confirm there are 2 pairs trade that is happening here. Related to the index while the buyer of the variance swap is paying fixed on the variance of the index determined at the start of the transaction he is also receiving the realised...
  2. S

    Correlation variance swap.

    hi, please explain related to Paying fixed in a variance swap on an index and receiving fixed on individual what does the following statement mean: If correlation increases, so will the variance. As a consequence, the present value for the variance swap buyer, the fixed variance swap payer...
  3. S

    BT Mock H

    yes, it did work for me now. thanks, this was outstanding since yesterday morning so hopefully this will not reoccur.
  4. S

    BT Mock H

    I sent you mine, can you share direct pdf links from where we can open the mocks?
  5. S

    BT Mock H

    Can you check my access I can’t access any part 1 mocks since yesterday it keeps refreshing my page
  6. S

    BT Mock H

    https://www.bionicturtle.com/courses/part-i-review/ this is the link
  7. S

    BT Mock H

    I am facing the same problem since yesterday across all part 1 mocks
  8. S

    Question on Swaps Hull chapter 7

    please ignore I have been able to solve this thanks.
  9. S

    Question on Swaps Hull chapter 7

    Hi David, I need help for swaps chapter 7 hull, to understand comparative advantage. the study notes, page 104 sys that BBB corp will pay AAA 4.350 and I cannot understand how this number is getting derived. can you please explain. I have understood the difference of differences concept but now...
  10. S

    Question on Swaps Hull chapter 7

    hi David, thanks for the explanation and I do understand the reason why hull is using ois rather than libor. your two sentences in bold one in black "This 5% swap rate means that a bond with a principal of $100 and a semiannual coupon of 5% per annum sells for par." and the one in red "Suppose...
  11. S

    Question on Swaps Hull chapter 7

    Hi David, while going through the video and slides, I had a question the LOS regarding explain "Explain how the discount rates in a plain vanilla interest rate swap are computed.". in the two examples, 9th and 10th edition, why does the first boot strap of the libor spot rate compute to a final...
  12. S

    Frm level 1 November 2018

    +13025476671
  13. S

    P1.T4.807. Classical value at risk (VaR) (Dowd Ch.2)

    Hi Nicole, I had a query on the question posted above, would these questions be included in the quiz set for the related topic in the study planner, or do I need to keep a track of all these daily questions separately for practice. It would be great if you can help guide the best way to navigate...
  14. S

    Miller Chapter 3: Basic Statistics - Study Notes

    Hi Shakti - can you explain how are you getting k(3)=((n+2)!)/(6(n-1)!)-n after k(3)=((3+n-1)!)/(3!(n-1)!)-n. Also what does ! stand for?
  15. S

    FRM Part 1 - May 2018

    Please add +13025476671
Top