Hi Turtles,
I have a question, when a question ask you about the Var at a 5% prob level, what is the z value that we use? (Var = Portfolio value * [(E(R) - z(sigma)])
I thought the z value at 95% prob level is 1.96, but apparently, the answer is 1.65. Can someone please shed some light on...
Hi,
I am wondering if someone can shed some light on the difference of methods on computing interest rate.
Based on the 2 formulas on interest rate parity, it appears like the end results are similar, so I am wondering if these can be used interchangeably?
F = Spot * e^(R-Rf)*T
F = Spot *...
Hi, I also have another question, what is the correct way of studying?
I have been going in the following sequence:
1) watch video
2)study notes
3)do practice problems.
Also, how much are we suppose to retain from studying the notes. Are we expected to know the details on everything from...
Hi Everyone,
I need some help with this question, thanks!
I currently have BT professional prep, and I am not sure if I need to purchase the official books from FRM(sold when you are registering for the exam). Mainly because 1) I am not sure if I will have time to get to it 2) not sure if it's...
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