Recent content by MissJaguar

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    Jorion, Chapter 6 - Figure 6-3

    David, you are awesome and should be on GARP Board!! I think the list on page 7 of your materials is someone incorrect as I though cdf (i) = cdf (i-1) + pmf (i) and for e.g. cdf of 19 exceptions does not correspond cdf of 18 and pmf of 19
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    Jorion, Chapter 6 - Figure 6-3

    Hello, referring to the Study Notes Jorion Ch. 6 , page 5 & MR Book 2018 p. 51: For model p=3%, when I calculate the (4-7.5)/ SQRT (0.03*0.97*250) ) I get = - 1.29 which is in range of cut off range for 97% two sided test, z value = + / - 2.17. Why is it then poor model? Thanks
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    Exam Feedback November 2015 Part 2 FRM Exam Feedback

    Can I offer you drink in case I pass? :) ;) :D
  4. M

    P2 MR Tuckman Ch. 7 - Replication of option portfolio

    Dear David, Refering to p. 17 in Tuckman's notes, ch. 7 and slide 9 in the video (Tuckam ch. 7). What is teh formulae used pleased to get these prices? Thanks,
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    Credit Risk - Gregory - Chapter 5 - Notion of "Independent amount"

    I am positive you will pass - in the end, you are the one who answers questions, not asks them, heheh Best
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    Credit Risk - Gregory - Chapter 5 - Notion of "Independent amount"

    Dear Basu Thank you *very* much for your time to provide this explanation to me. I appologize for delay in reading and my "thank you" note :) - work was a bit hectic. In case you are to sit for L2 2015, I wish you best of luck, Thanks a lot again!
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    Credit Risk - Gregory - Chapter 5 - Notion of "Independent amount"

    Dear BT Team Would you please clarify a bit the notion of independent amount as per study notes (pages 32-33)? I am missing something here as it is stated (1) independent amount (IA) is a negative threshold (2) conceptually, IA is similar to initial margin (3) the threshold represents...
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    Updated / Missing Materials L2 2015

    Dear BT Team How can I know which materials / videos were updated or added since my last visit (any)? Thanks a lot
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    Best-Suited Study Package for FRM Level II May 2015

    Dear Nicole Super! I am in my bed so will buy tom the Advance package. Fell free to let me know few arguments on why to buy Pro package. Good night from CH
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    Best-Suited Study Package for FRM Level II May 2015

    Dear Nicole Thanks for your answer. If I am a bit too frank, or misuse the English language, please excuse me. I did not know that number of hours of video can be rocket science. To me it looks quite simple: number of videos times the average length. I study well when a topic is introduced...
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    Best-Suited Study Package for FRM Level II May 2015

    Dear Nicole, Happy New Year! Thanks a lot for your answer. How many hours of videos were available for FRM Level 2, please? Thanks,
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    Best-Suited Study Package for FRM Level II May 2015

    Dear BT Team, Happy New Year! I am writing regarding BT study packages for FRM Level II May 2015. How far are you with preparation of FRM Level II materials? Have you finished adding all new topics/chapters? Second how many hours of videos you provide in your Advanced/Pro packages? Are all...
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    Trivial Quetsion - One-Sided Hypotesis Tests - P1.T2.210.2

    Hey David, Many thanks for your reply and apologizes for late thank you note - was quite busy and had no chance to sit for FRM. Thanks for your valuable input as always
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    Standard Error in P1.T2.209.1 vs in P1.T2.71.2

    Is it so obvious? You are good, really good:)
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    Standard Error in P1.T2.209.1 vs in P1.T2.71.2

    David, You are awesome!!! Many thanks for detailed explanation. I will redo the question once again prior to the exam and hope no further questioning of the logic behind the solution(s) arises :) :) :) :) P.S. Your theory on human behavior and psychology is surely valid. When the...
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