Pretty sure it was a short call , can anyone remember?I think it was delta of the put, which would be -.32, not .32 as I said above.
Pretty sure it was a short call , can anyone remember?I think it was delta of the put, which would be -.32, not .32 as I said above.
The Order was cancelled right after it didnt get through, so it is not a limit order right? Thats why i put fill or killCustomer gives his order to the broker. You can place a limit order at any price, above or below the market. If your order to sell is below the market and the market opens higher, you get the higher price.
Yes. I marked the same too, that is, "Fill or Kill".Pretty sure it was a short call , can anyone remember?
Yes. I marked the same too, that is, "Fill or Kill".
Moreover, I'm pretty sure that the other question was pertaining to "short call' only....
There was one question on ERM. Anyone remembers if the answer was like "Different business/bank/firm units are allocated budget as per their respective exposures/risk levels...?
Thats also what i marked, allocate Budget to business lines based on their risk..Yes. I marked the same too, that is, "Fill or Kill".
Moreover, I'm pretty sure that the other question was pertaining to "short call' only....
There was one question on ERM. Anyone remembers if the answer was like "Different business/bank/firm units are allocated budget as per their respective exposures/risk levels...?
Pretty sure it was a short call , can anyone remember?
The Order was cancelled right after it didnt get through, so it is not a limit order right? Thats why i put fill or kill
A blue one and the market order was cancelled automatically for sure, so maybe it what because my one was blueDid you have a red exam book or a blue exam book? I had a red one, and I think it was put.
Calculate the delta of the short call positionn(d1) was given as 0.68xxx....something about short position was asked!! does anyone remember this question? ( I don’t remember the full question)
yes, I too remember it being delta of the short call positionCalculate the delta of the short call position
Yes, the answer should be 32Was ES the average of first two values, 200 data points and 1% was VaR??
I Think it was buying tue put and Stock, selling the call and borrowing to finance the putchase at the Risk free rate as s+p < c + PV(K)law of one price was near the end. I also couldnt believe they put in a put call arbitrage question. I had no idea how to solve it.
I Think it was buying tue put and Stock, selling the call and borrowing to finance the putchase at the Risk free rate as s+p < c + PV(K)
The answer to the options trading strategy should be "straddle", right?
I found the exam lengthy as well. I had to cut short/guess on a good number of questions. Even the answers were not matching in a few, like in the question pertaining to the option pricing using the Black-Scholes model...I wasted a good amount of time on them..sigh!
I did not have straddle as answer. I had strangle (blue book).