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Recent content by RiskRat

  1. RiskRat

    Copula Free Resource

    Thanks @jairamjana
  2. RiskRat

    Regime-Switching Volatility Model

    Thanks @David Harper CFA FRM
  3. RiskRat

    Copula Free Resource

    Good one. thanks
  4. RiskRat

    Regime-Switching Volatility Model

    It is said that : A typical distribution is a regime-switching volatility model: the regime (state) switches from low to high volatility, but is never in between. A distribution is “regime switching” if it changes from high to low volatility. Further, following are the assumptions of...
  5. RiskRat

    Cash & Carry Model

    Thank You So much @David Harper CFA FRM
  6. RiskRat

    Cash & Carry Model

    Reference AIM: Calculate an arbitrage payoff and describe how arbitrage opportunities are ephemeral. 1. Cash and carry: Short forward +Borrow cash to Buy spot commodity 2. Reverse cash and carry: Long forward +Short spot commodity and Lend/invest cash proceeds For the point number 1...
  7. RiskRat

    Hypothesis Testing

    What i understand about Null Hypothesis ( H0 ) is as follows: 1. If the original claim includes equality (<=, =, or >=), it is the null hypothesis. 2. If the original claim does not include equality (<, not equal, >) then the null hypothesis is the complement of the original claim. 3. The...
  8. RiskRat

    New Website Launch

    Good layout.Download issue for PDFs are there.Good to use in mobile as well.
  9. RiskRat


    NTP are you referring to Nominal and Real risk free rates ? Expected return from an asset with zero beta risk is the risk free rate which is used for estimating the cost of equity in CAPM. Reltaionship between Nominal and Real Risk free rate is: Real risk free rates = Nominal risk free...
  10. RiskRat

    2013 FRM Calendar (Updated 8/15/2013)

    onthelimit BT Pacakge is worth. I shall strongly recommend to go for it. updation is a continuous process here.