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  1. Hesham_87

    Borio, Covered Interest Rate Parity Lost: Understanding the Cross-Currency Basis

    Dear David, I would like to ask about the equation of cross currency swap. > Forward - Spot = Spot ( 1 + interest rate of home currency / 1 + interest rate of foreign currency) - spot. According to the mechanism of this instrument and the BIS link...
  2. Hesham_87

    P1 T1 Quantitative analysis (Miller ch2)

    Dear David, while studying Miller ch2, I just wanna ask several questions: based on definition of Joint Probability “The joint probability distribution of two discrete random variables, say X and Y, is the probability that the random variables simultaneously take on certain values, say x and...
  3. Hesham_87

    FRM level 1 Nov. 2017 study group in Egypt

    for those who are interested to join a study group - FRM level 1 November 2017 - please leave a comment here.....
  4. Hesham_87

    P1 T1 foundation of risk (Crouhy)

    Hello, i have several questions concerning first 3 chapters (Crouhy) in foundation of risk (P1 T1). first 3 chapters deals with a lot of theoretical parts. would please tell me the best way to study such theoretical material? should i memorize all the mentioned points for example? Moreover, in...