yes, 'pure' strangle implied minimum sizes mismatch (even as to minimize d/hedge). But there's more important, unlike you case, that options was OTM.
for 0,6198 & -0,5591 deltas (10cll + 20pt), to delta-neutral need +498 underlyying
hi, @David Harper CFA FRM .sorry, much...
can u clarify one feature (across 'Convention' tasks) for me:
i noticed, that indifferent from task ('direct' for that %rate is derived from quoted price or 'reverse' when quoted price calc is target from %) day-count rescaling performed at last step...
i already replied same (like) qstn prev feedback, in this topic lamda != (isn't equal) 5, however u solving approache is true.
and also i've felt regret b/c somebodies posters both can't carefull read old feedbacks and post and recall exam qstn content withOUT minimal required acuuracy.
can somebody recall (or simply type U selected answ) accurately qstn concerned regression beta confidence interval construct (where're beta0 =arround +0.58, large sample and 2 option contain hi-bound 1.3+) can't remember all options for qstn, extra condition for beta and confidence lvl.
what's under MSC implied?
i have to details something: in the case of MCS or 'samplErr reducing' precense at a context, bootstrap isn't appropriate mention, b/c bootstrap is independent simulation method (differ from MC conceptually)
hi, All. can Someone remember QSTN(s) concerned conditional probability and 'beta's adjusting'? and also:
there was (!quality) qstns about VaR approaches typology, their features & hs/hybrid approaches quant.qstns? thx
i support U view concern there's no direct responsibility of Audit (committee or unit) amid OR internal reporting, however, think - regulatory requirments (reporting) in case inconsistent OR assesment/info can be violated that relate to committee responsibility.
hi All, hi @David Harper CFA FRM, when i solve Q316.1 using calculator (N = 4, PV = -101.7820, PMT = 2, FV = 100) or excel, there is I/Yr = 3.13 % result. this result mismatch the posted answers, and i'm confused that it exceed z(4) [sr interest rate]. this obstacle return me back to...