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Recent content by Rohit

  1. Rohit

    Worth of equity option on balance sheet before its execution

    @David Harper CFA FRM really struggling to grasp the concepts of derivatives and leverage wrt economic balance sheet. Do you think this has high testability for FRM P2? Any view on what type of questions/concepts can be tested. Many Thanks!
  2. Rohit

    Whatsapp group for FRM part 2 Oct/Nov 2020

    Please add me: +1 818-610-9175
  3. Rohit

    COVID-19 Updates

    From what I am reading across forums like Reddit etc is that there is very little likelihood for them to cancel. At most they may cancel exams in regions heavily affected. Interested to hear other thoughts.
  4. Rohit

    Whatsapp group for FRM part 2 Oct/Nov 2020

    is this group active?
  5. Rohit

    2019/2020 Curriculum Change Analysis Spreadsheets

    Increased number of reading in FRM Part 2 in 2020 than 2019. Not sure what the logic behind this increase in workload is.
  6. Rohit

    Whatsapp group for FRM part 2 Oct/Nov 2020

    Hi is this still active?
  7. Rohit

    P2.T5.200. Implied volatility

    thank you
  8. Rohit

    Vasicek model recombining tree

    Hi @David Harper CFA FRM can we expect the calculation for r(uu) and r(dd) ? no where am I able to find a good explanation on the calculation. Thanks!
  9. Rohit

    P2.T5.200. Implied volatility

    Hi are these solved? I cant access the solutions :(
  10. Rohit

    Hi, could you please add me to the whats app group +1-818-610-9175. Thanks!

    Hi, could you please add me to the whats app group +1-818-610-9175. Thanks!
  11. Rohit

    P1.T4.321. Fixed income single-variable regression hedge

    how is this calculated? regression model estimates a correlation between changes in the nominal and real yields of about 82.5%
  12. Rohit

    [VaR Mapping] Cash-Flow Mapping

    @David Harper CFA FRM thank you so much! Would the calc same apply to FRAs?
  13. Rohit

    [VaR Mapping] Cash-Flow Mapping

    Hi @David Harper CFA FRM can you explain how the component VAR for FRA is calculated? My spreadsheet when mmult the correl matrix and indiv var is resulting in diff values
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