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  1. R

    Binomial Distribution example - Chp. 3 (Quantitative Analysis)

    @David Harper CFA FRM - David, could you please explain how you arrived at values of k as 6 (prob. of ending at $100) and 9 (prob. of ending at $177.16)in following example noted in the Study notes (Chapter 3: Common Univariate Random Variables, pg.6)?
  2. R

    Probability - Conditional Independence

    @David Harper CFA FRM , can you please share an example of the below case if possible? Events can be conditionally independent yet unconditionally dependent. Events can be conditionally dependent, yet independent! [Chapter 1: Fundamentals of Probability, Study Notes, Pg. 5] It will be easy to...
  3. R

    R8-P1-T1-Elton-CAPM-v3 (Learning Spreadsheet 1 of 2)

    David, the hyperlink provided in the workbook (R8-P1-T1-Elton-CAPM-v3) tab "T1-PPC-MVP" - https://www.bionicturtle.com/forum/threads/market-portfolio-and-derivative-of-weight.9919/#post-45560 is not working. Can you please provide a working link? Thanks, Raj
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    Confidence Limits for PD

    Hi David, as part of the back testing how would we calculate confidence limits for PD? Should the proportion method he used or the continuous variable method? Regards Raj