Hey all, David,
Is it possible that the FRM part II exam includes questions that actually relate to FRM part 1 Learning Ojective only?
For instance, computing the delta (=N(d1)), compute the discount factor for bonds etc
Thank you!
Antoine
Hello,
When will the new reading LO be available ?
“Climate-related financial risks – measurement methodologies,” Basel Committee on Banking Supervision Publication, April 2021.
“Principles for the effective management and supervision of climate-related financial risks,” Basel Committee on...
Hi David,
Thank you for all your answers. I'll go for the easiest example.
I still can't understand, when considering simple model 1: dr = s.dw with s annual volatility and dw normal random variable with variance t, why for the tree the upstate is r0 + s.srqt(1/12) and downstate is r0 +...
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