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    Delta hedging two options

    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
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    Delta hedging two options

    hi, @rejdi94 some explanation need for ('you strangle' exposure leg's sizes): 1. are '10 & 20 items' the numbers of opion contracts by 100 underlying shares each?
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    Exam Feedback May 2019 Part 1 Exam Feedback

    Can U remember 'sgm' value?
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    R19.P1.T3.FIN_PRODS_HULL_Ch6_Topic: EuroDollarFuturesContracts

    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...
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    November 2018 Part 1 Exam Feedback

    i'm agree to use 1 - P(k=0) - P(k=1) as appropriate))
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    November 2018 Part 1 Exam Feedback

    exactly
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    November 2018 Part 1 Exam Feedback

    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.
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    November 2018 Part 1 Exam Feedback

    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.
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    November 2018 Part 1 Exam Feedback

    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)
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    November 2018 Part 1 Exam Feedback

    is u implied qstn containing CHF net bought& NFA & CHF exchange rate change as inputs? genneraly, cs(0;t) can derive from LGD&PD, can uremember other alternatives?
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    November 2018 Part 1 Exam Feedback

    i think that depend on qstn context: for 'what kind MITIGATE' - must be c/party, but for 'TRANSFER to' U answer is right. yep, 'advancer' want to be a float receiver
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    November 2018 Part 1 Exam Feedback

    it's an incredible work, the great respect. can u remember: there was kurtosis mentioned at this (#32) qstn?
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    November 2018 Part 1 Exam Feedback

    that's true
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    November 2018 Part 1 Exam Feedback

    may be there was a (k/T) axis, b/c invertible chart occurs at that case
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    November 2018 Part 1 Exam Feedback

    i think, that replacement = aka `control variates`
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    November 2018 Part 1 Exam Feedback

    can remember spread type and other inputs value & alternatives or their range?
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    November 2018 Part 1 Exam Feedback

    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
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    Board of Directors: Operational risk strategy question

    Hi, @ShaktiRathore 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. And also...
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    P1.T4.316. Tuckman's yield to maturity (YTM)

    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...
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    Contango, backwardation and trading cheap

    hi, @David Harper CFA FRM. When U calc Theoretical F(0), derived from S(0) (cell D18 xls sheet) doubling of 'u' under exp() 's argument occur. Pls, explain this.
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