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# Recent content by nilz

1. ### R12.P1.T3.Hull_v3 - Calculate forward interest rates from a set of spot rates

That makes sense but i am still dont understand if there is any formula that we could apply for Semi-annual f(1.5, 2.0) = [(1+2.5%/2)^(2*2)/(1+2.25%/2)^(1.5*2)-1]*2 = 3.252% {this is what i am trying to figure out... } Just like we have for Continuous = (R2T2-R1T1)/(T2-T1).
2. ### R12.P1.T3.Hull_v3 - Calculate forward interest rates from a set of spot rates

Thanks for the reply. I went through the thread and used the following formula - f = m { (p1/p2) ^ [(1/t2-t1) . m ] - 1 } However i see the that the numerator and denominator are opposite compared the the example given in study notes. ( Please refer the earlier post in this thread) ie...
3. ### R12.P1.T3.Hull_v3 - Calculate forward interest rates from a set of spot rates

In this reading i do understand how to compute the Continuous Forward Rate using Spot Rate/Zero Rate. Formula - RF = (R2T2-R1T1)/(T2-T1) However in the example on Page 50 the question asked is - "what is the six-month semi-annual forward rate starting in 1.5 years " But the a...
4. ### R8.P1.T2.Miller_v3 - 209.1

209.1. Nine (9) companies among a random sample of 60 companies defaulted. The companies were each in the same highly speculative credit rating category: statistically, they represent a random sample from the population of CCC-rated companies. The rating agency contends that the historical...

Thanks!
6. ### P1.T1.401. Arbitrage pricing theory (APT) for well-diversified portfolios

Hello David, Can you help me solve questions to identify if arbitrage opportunity exists. I got the concept but unable to apply on problems. Example Q 401.1. Consider the following three well-diversified portfolios that exist in a single-factor economy. I have seen many such questions online...
7. ### 2014 FRM Publishing Calendar

Thanks David ! I met yesterday Mr Bill May at the NYC GARP Chapter . It was a wonderful experience meeting him :)
8. ### 2014 FRM Publishing Calendar

Question - has this been deleted for FRM 2014 level 1 exam ? I was not able to find this in deletion nor as a part of AIM statements Explain the Morningstar Rating System, VaR based, and management related risk-adjusted return measures.
9. ### 2014 FRM Publishing Calendar

Thanks i understand the this was a redundant query Apologies the inconvenience cost by the redundant query. Thanks Nilz
10. ### 2014 FRM Publishing Calendar

When can i expect the study notes and video tutorial published for the newly added chapter in part-1 ( Foundations of Risk Management) ? Zvi Bodie, Alex Kane, and Alan J. Marcus, Investments, 9th Edition (New York: McGraw-Hill, 2010 • Chapter 10................................Arbitrage Pricing...
11. ### Comparison of AIMs 2014 vs 2013

Thanks David. Does that mean If i buy now I would be getting the latest material next week as well apart from the 2013 material that i would get now?
12. ### Comparison of AIMs 2014 vs 2013

When can the latest 2014 FRM level Videos and Notes be available to purchase?
13. ### 2014 FRM Calendar

Are the latest 2014 FRM level Videos and Notes Available now?