# Search Results

### Default compounding assumption for yield in bond pricing questions

Hull uses continuous compounding for the yield in his bond pricing examples. In the sample question P1.T3.170.3 we are asked to compute the dirty...
Thread by: neveo, Apr 24, 2014 at 9:55 AM, 0 replies, in forum: P1.T3. Financial Markets & Products (30%)
2. Post

### One question about the working experience

David thank you very much for your reply. I joined your forum 3 days you back and I've already realized that you guys are a very friendly and helpful...
Post by: Boxbro, Apr 24, 2014 at 8:07 AM in forum: FAQ's
3. Post

### May FRM study Group level 1 (Financial District NYC)

Hi all: i got some emails recently about forming a study group for people who deferred to nov, 2014. did anyone else defer the exam till nov? if...
Post by: masterwu2014, Apr 24, 2014 at 7:18 AM in forum: Announcements

### P2.T6.412. Effective expected positive exposure (EEPE)

AIMs: Describe and calculate the following metrics for credit exposure: ... expected positive exposure and negative exposure, effective exposure, and...
Thread by: Nicole Manley, Apr 24, 2014 at 7:15 AM, 0 replies, in forum: Today's Daily Questions

### P2.T6.412. Effective expected positive exposure (EEPE)

AIMs: Describe and calculate the following metrics for credit exposure: ... expected positive exposure and negative exposure, effective exposure, and...
Thread by: Nicole Manley, Apr 24, 2014 at 7:13 AM, 0 replies, in forum: P2.T6. Credit Risk (25%)
6. Post

### P1.T2.401. Time-adjusted efficient estimators in Monte Carlo simulation

Question 401.1 provides the possible answer d as : d. II., III., IV. and IV. (but I. is not true) I'm quite sure this is a typo.
Post by: Lujiazui, Apr 24, 2014 at 12:47 AM in forum: Today's Daily Questions

### Gregory chpt 10: super senior tranches, default/counterparty risk

Just to check if I understand this correctly. The more senior the tranche the less default risk... the more you have to rely on the counterparty of...
Thread by: Pflik, Apr 23, 2014 at 6:46 PM, 0 replies, in forum: P2.T6. Credit Risk (25%)

### P2.T8.405. Style analysis and market timing

Questions: 405.1. Let the market timing score be equal to the proportion of correct forecasts of bull markets, P(1), plus the proportion of correct...
Thread by: Nicole Manley, Apr 23, 2014 at 8:51 AM, 0 replies, in forum: Today's Daily Questions