Search results

Well that depend on the details of the question which I do not remember. I might be wrong but I was thinking that the general idea is that regression is applied when you have a view about the characteristics of the data and you want to predict the dependant variable. However the questions was...

If I recall well, the question was to find out the best approach to apply when you have data and you do not know its characteristics

I know that o/c is an enhancement, however I recall that the question was structured in a way that made me doubtful about o/c. This is what Malz says:

I remember the question where I answered clustering as well

I also opted for waterfall thinking that OC helps to protect equity tranche in the first place

same, go to board

Agree on the common impression of part2 containing too many theory questions among which I saw lots of questions related to credit risk.

Hi, cannot wait to join the discussion)

Hello, Where I can find the answer for GARP's tough, good practice question on implied volatility which is given at the end of Hull's chapter 20? The link is obsolete. Regards, Valeria

Hello, Was there end of chapter 6 Q&A discussion? It is challenging to find out how to crack Question 10 since the references made in the question are simply non-existent (no table 6. 5, no equation 6.4). Could you please help? Thanks