did anyone did tht GARCH question.. n tht graph.. i didnt had time to compute long run vols.. as new garch model is mean reverting .. to determine which graph will adequately represent future vols .. i opted for c just lik tht.. does anyone knws wats the correct answer
as per my understanding correct answer was either tht finacnial ratio monitoring or b/s monitoring .. i choose the later though as it covers everythng , as trustee acts in fudiciary capacity for bondholders and not issuer
can anyone confirm the answer for following 2 ques
1. prob ques.. the one at beg.. saying joint prob of a and b is 5 percent.. and conditional prob of b on A being 0.5. prob of neither happening ..
i selected 85 % .. as A independent prob wld be 10% i.e. 0.5/ 0.05 and neither a and b= 1-...
on the std
on the efficient estimator the formula as per book is one with lowest std/sqr root of time.. i m confused whtr it shld b total time or time for 1 scenario.. i finally selected option c that was one with lowest std dev per scenario
for this question i took correlation as litmus test. as sqr of correlation = R sqr. therefore the R sqr came to .09.. which means the statistical significance of independent variables is too low. accordingly the f test is not statistically significant
on the dollar duration question my piece is.. i considered it aas DV01 and got the answer it was thr in the answers .. so i guess it shld b correct.. the formula was (Delta BV/ delta Y) * (1/10000)
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