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  1. J

    Operational risk - Basel chapters

    I have started reading the Basel chapters yesterday and i have to admit they are proving to be very boring and annoying. I havent even finished the first 3 chapters and i'm really struggling with them. I mean the whole operational risk topic is a bit too much but those chapters are the worst so...
  2. J

    Early exercise on zero-coupon american puts

    in the designated hull chapter, we have the following explanation : it can be optimal to execute an early exercise on an American put. In general, we can say that for an American put, the early exercise becomes more attractive as: Stock price (S0) increases, Risk-free (r) rate increases...
  3. J

    Stulz : Risk management failures

    In reference to BT practice questions of chapter Risk Mgt failures (2010), page 15 Q1 : According to Stulz, each of the following can especially and directly contribute to risk mis-measurement except for : the answer is Unknow risks and on page 17, Q2 : According to Stulz which of the...
  4. J

    Tuckman Discount Factors

    Hi David, In the 2011 PQ booklet for Tuckman chapter 1 Discount factors, exercise 11.4 which is about calculating the face amounts of a replicating portfolio related to an overvalued treasury note... Can you please explain to me how we're doing this ?
  5. J

    Arbitrage Pricing Model

    Hi David, Hope all is well. In reference to the practice questions sheet of APT, I have an inquiry related to question 63.3. Can you please explain to me which formula we're using and why ?
  6. J

    Hardest Topic in Part I

    As the title indicates, I was hoping someone would tell me what's the hardest and easiest topics in Part I? This may sound like a silly question but the reason im asking it because i want to organise my time by depending on this issue
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