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    Errors Found in Study Materials P2.T7. Operational & Integrated Risk

    Hi David, hi Nicole, I think there are several typos in the chapter 15 "Basel I, II, and Solvency II". On p. 14 there is a table which shows risk weights for different ratings. However in the examples under the table I cannot understand why different weights are used than those in the table...
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    PQ-external Kaplan Schweser Practice Exam 2014 Part I Question 43

    Hi David, could you please check whether one can solve the question 43 using the PV-function in the calculator? Here is the question: I get an answer 1,011.74 when I use my calculator. Do I made a mistake? I calculate so: N=3; I/Y=2.2/2=1.1; PMT=15; FV=1,000 -> CPT PV = 1,011.74. Here is the...
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    P1.T4.9. Gamma-neutral option positions

    Hi David, could you please explain the answer in Problem 18.12: Will the trader gain from large movements only with this portfolio (long calls + long puts) or is it a general statement? As I think if I had only long calls position (=positive gamma) I would gain from a large increase in the...