Hi, I am surprised there is no BSM in Part 3 of FRM 1 (at least not in the videos and the first 3 option Hull chapters). Should we know this for the exam? Thanks in advance.
2. i am supposed to find review questions after each chapter i finish, i couldn't find that ? is there any depository for all practice questions related to each chapter?
Hello David, i'm a new member and have a couple of Q's as i find the website is pretty scrambled and the experience was below my expectation for the money paid.
1. The chapters' study notes are repeated under different authors (for ex. in Quant. we have chapter 4,5,6 under miller and watson and Diebold) which one in this case we should study from? also for their respective question set.
done with forum support today, just getting too tired and I need to get on to other work, I'll be back tomorrow (Monday). Don't stress, if you are practicing, you'll be find. And good luck
I've been in the forum all morning, I need to record a video now. I will check back tomorrow AM (Sunday) to respond to new questions. Have a good weekend!
Hi David, i found my name on admission ticket are all lower while the name on the passport is capitalised. i am wondering whether it matters. and my garp id is 662460. i am looking forward to get response. thanks in advance.
Hi David, I am a big admirer of BT and the research that you do in finance. I was calculating YTM using XIRR in excel for amortizing bonds and the XIRR somehow results in a YTM > coupon although the bond is purchased at par. Should YTM calculations consider acc. int. as part of the initial purchase?
Just need some guidance here. I worked for a insurance company for 6 months as a Operations analyst and then moved to the U.S. My first job in the U.S was in the retail side of a Bank and I did that for 1 year. Now I'm in the corporate role as a Risk Analyst since last 6 months. Do you think this experience would suffice according to GARP's standards?
I am doing a thesis on Merton Distance to default (DD) Model for predicting bank's distance to default. In merton DD model we need values of six variables out of which 3 are known.
Could you please guide me how to calculate 1-Market Value of assets 2-Volatility of assets and 3-Expected return on Assets in case of banks, because without these values d1 and d2 can’t be calculated.
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