Recent content by puneet_

hi, i am just curious to know if we can expect these kind of long calculations to in exam? find out correlation.. ... is there any shortcut using calculator? i tried data function but didn't find anything with 2 variables and 1 weight/p.. can someone please help?

thanks for replying to this post. i hope pencil has eraser in backside :-) as if we need to change the answer in answer sheet :-) and better carry sharpeners as pencil will be dull after a while. !!

Thanks David. understood that if it is cross hedge then 3.2 to 5.1 hedge ratio would make sense if correlation is 1. if correlation is not 1 then 3.2 to 5.1 has to be adjusted with respect to correlation. but it is ONLY true for cross hedging . if it is exactly same underlying and hedge (with...

hi, may i kindly check with experienced people in this forum the exam day related questions 1. what will be provided in exam like will there be any rough sheets for calculations? it is important to know as i need sheets to solve numerical questions. 2. i believe, i should not carry pencil...

Hi, I have very basic questions or doubt on option hedge ratio. i am taking below question as example for my doubt. 154.1. The standard deviation of monthly changes in the spot price and futures price of silver is, respectively, $3.20 and $5.10. The correlation between them is 0.80. An...

Thanks both for response. So main point that i understand is - there is some difference between underlying and hedge that would most probably the reason of basis risk or in other words, it will make spot and future price difference. but if day, quality etc everything is same then spot and...

Hi, example in that sheet is says value of fix receiver swap is value of floating side minus value of fixed side in cell H23. but i thought, value of swap should be= value of receiving side - value of paying side so in this case, we are receiving fix, so value of swap should be = value of fix...

Hi, I am little confused in below table on page 36 of Hull Notes. specially around red color part. if spot is 2.00 in sept -13, why would future price difference from spot assuming future expiry is also in sept. isn't it like corn is selling in market at spot at 2.00 and future is at 1.95 then...

Thanks Shakthi. you are the best!

the answer that i got is 9.1024. is it with continuous compounding? so do we need to write long equation with ln()? i can not imagine :-( is there any shortcut?

different numbers but same problem. how to find out coupon rate at time 2.5 (empty box)? can someone please help? @ShaktiRathore

Hi, I could not find a easy way to solve this question for Interest rates using bootstrap? can someone please help me? Find coupon rate for 2nd year (X in below table) time -0.5- 1- 1.5- 2 Bond price 99- 98- 97- 95 Coupon rate 2.0000%- 3.0000%- 3.5000%- X.0000% Spot...

Hi May I kindly check if exam questions related to finding spot rates/forward rates/boot strapping is using continues compounding or discrete/semi annual? would appreciate your experience to get answer regards Puneet

Hi Will we have more Focus review or the one published (2 of them) are enough. please help to respond Thanks a million