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  1. S

    November 2017 Part 1 Exam Feedback

    Passed 2,3,1,3 Thanks a lot David and BT team. @David Harper CFA FRM ..... Please start providing CFA PREP MATERIAL AND Guidance.
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    Relation between compounding frequency and day count conventions??

    Yaa... Thanks a lot. Yes....Exam tomorrow...:oops:...:D
  3. S

    Relation between compounding frequency and day count conventions??

    Hi David, Generally when we use different compounding frequencies what day counting convention is used there? ( I.e. when we just say talk about compounding and not day count conventions)..... And in T- bills , Eurodollar etc... Where different day count convention are used... We say for...
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    Return Aggregation VaR.

    Ok... Thanks a lot.
  5. S

    Return Aggregation VaR.

    Hi David, On the same lines... For the purpose of exam if not mentioned What do we assume 1) one tail or two tail in case of confidence interval 2) annual or semiannual compounding?
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    Return Aggregation VaR.

    Ok. Thanks a lot David.
  7. S

    Return Aggregation VaR.

    My package doesn't have access to spreadsheets ... So can't see that. But... I kinda get what you are saying. Also... On the exam if we have to find 95% VaR for let's say 100 observations... Do we take 5th worse or 6th worse value??
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    Return Aggregation VaR.

    Hi David, This is screen shot from notes on VaR. Can you please explain how do we get answer 1.3% in " Historical Simulation VaR" methodology?? Thanks.
  9. S

    Discount Rate and Growth rate...in commodities futures.

    Thanks a lot David for such good explanation.
  10. S

    Discount Rate and Growth rate...in commodities futures.

    Hi David, Can you explain these two terminologies w.r.t to commodities futures. I am getting really confused when to add what to risk free rate. Also is lease rate always positive .i.e. is it always added to the risk free rate? Thanks.
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    Eurodollar Futures.

    Thanks a lot for this explanation David.
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    Eurodollar Futures.

    Hi David, In this formula why do we do10,000( 100 - 0.25q) ? ....i.e. why we subtract 0.25q from 100 ?? Unable to understand this formula. Thanks a lot.
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    Confidence intervals....one tail or two tailed?

    Yes...that was the question exactly. Thanks a lot David for quick response. You are simply awesome.
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    Confidence intervals....one tail or two tailed?

    Yes...thanks a lot David. For Hypothesis...it is clear now. And if you are just building confidence interval then two tail if not specified. One question in 2015 GARP practise test didn't specify....that's why wanted to confirm.
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    Confidence intervals....one tail or two tailed?

    Hi David, If not specified in question are we suppose to consider 1 tail or 2 tail? Pls advise? Thanks
  16. S

    Hull chapter 7 , question 7.3

    Ok... Then my calculation was right... Thanks David!!!
  17. S

    Hull chapter 7 , question 7.1

    Made it quite clear David !!! Thanks a lot:)
  18. S

    Hull chapter 7 , question 7.3

    In the solution while calculating swap price in terms of FRA why are the time periods takes as 0.25 and 0.75?? Unlike in bond calculation time are 0.333 and 0.833... Which seems more logical to me.
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    Hull chapter 7 , question 7.1

    Q. "Companies A and B have been offered the following rates per annum on a $20 million five-year loan: Fixed Rate Company A Floating Rate 5.0% Company B LIBOR+0.1% 6.4% LIBOR+0.6% Company A requires a floating-rate loan; company B requires a fixed-rate loan. Design a...
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