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1. ### What is the best way to study for Part 2 Exam?

Hi, I'm Planning to take the Part Two exam on May 2014... Due to lack of time to study, I wonder what will be the best way to study... is it through the videos first and than the study notes? or is it vise versa? or there is another better way? Any advise will be appriciated.... Thanks, Noa.
2. ### I PASSED THE EXAM!!

FRM Part I! Can't believe it still... But I passed! Thanks David for all your help Noa. Part II... Here we come! :-) ;)
3. ### FRM Part 1 and two at the same day?

I would like your opinion on the following: I did the FRM part 1 this week. I'm not sure that I will pass. So far I counted 45 correct answers, 10-15 Wrong ones and the rest, I don't know... I guessed about a third of the exam due to lack of time. My original plan was to do part 1 in May...

Hi, I cannot find the spreadsheets for that part of the FRM. For example 8.2 that is mentioned in Miller's video... Please help. Thanks, Noa
5. ### calculation of implied fwd price

Hi David, Regarding the examples that you gave in the study notes which are demonstrated in spreadsheet P1.T3.3b: Why the EXP is in terms of monthes insted of terms of years? for example page 74, the bond with price of \$900 with time to maturity if 9 monthes, the EXP of time is 9 and not...
6. ### Sprinting Bible

Hi David, I would like to ask if you are familier with the "Sprinting Bible" for the FRM exam, and if you are, what do you think? can it be helpfull? Thanks, Noa.
7. ### modified and effective duration and general question

Hi David, I have two questions regarding the above: 1. On part 3, Products, modified duration is described as: Modified Duration = Macaulay Duration / (1 + yield/k) where k = compound periods per year. In Tuckman Chapter 4, it is as follow: D=V- - V+/2*(v0)* (delta y) What is the difference...
8. ### One and two step binomial valuation models

Hi David, I'm trying to answer the practice questions regarding the topic and I can't understand why my unswer is wrong (the spreadsheet that supose to be attached to these answers is not valid any more) can help me with the solution path, for the following question, please? I followed the...
9. ### practice questions hull

Hi David, Regardind the first question of Hull's chapter 11, question no. 11.01: according to the study notes, p formula is a function of: EXP(-r*t)-d/u-d=p. so: u is: 42/40=1.05 d is: 38/40=0.95 p=EXP(-0.08*1/12)-0.95/1.05-.95=0.433 1-p=0.5669 according to that, the value of a call option...
10. ### size of a contract

Hi David, Most of the questions regarding future contract on commodities in the practice questions, assume that we know ( or should know) the size of the contract (for example oil, gold, corn, etc.). For the FRM exam, Do we need to know by heart the size of ANY commodity future contract...
11. ### Student t distribution

Hello, Can I have an explanation (calculation) how to calculate the critical t of 2.262 in the example on page 56 (P1.T1 Quantitative Analysis)? Thanks, Noa.