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Hi David, I have attached an excel sheet on option greeks. Please let me know if any thing is wrong in that sheet. Thanks in advance srinivas

Hi david, FRM 2007 question: A relative value hedge fund manager holds a long position in Asset A and a short position in Asset B of roughly equal principal amounts. Asset A currently has a correlation with Asset B of .97. The risk manager decides to overwrite this correlation assumption in...

Hi David, In the Hull practice questions No: 13.05 b Dividend yield was given as 2%. We have calculated the PUT option price thru Black- Scholes model: In the given calculation first, we discounted the spot price to 49.75 from 50 (S*EXP(-q*T)) and subsequently we have used the same...

Sorry David.. I still not able to access this XLS. I am the paid customer for Level 1 only. This particular topic has come from Level 2, may be this is the reason why i am not able to access. i am able to see all other XLS files except this. Thanks & Regards, srinivas

Hi David. i am not able to see any spread sheet from the above link. Only blank screen is appearing. Thanks srinivas

Hi david, Please upload spread sheet 5.d.1 on the member page. thanks in advance

Hi David, From the following table: How do we calculate? 1) 1 Yr forward rate one year from today 2) 1 Yr forward rate two years from today 3) 2 Yr forward rate one year from today (I am confused with this) Table: Maturity YTM Coupon Price 1 Yr 4.50%...

Hi David, I the core readings, I found it is very difficult to follow the book on Derivatives Markets by McDonald. Please suggest to me which areas I should concentrate from this book Will it be sufficient If I follow only BT material for this topic? Another one is from Valuations...

Thanks.. david. You have explained well. But still i have some doubts on the use of these equations 2.24 and 3.34 (from Gujarati) If you can give any example where i can apply the above equations for better clarity. My issue is in any given question, where should i use Eq:2.24 and 3.34...

Hi david, In Gujarati Chapter 2 F(Y/X) = F(XY)/F(X) = Joint probability of X and Y / Marginal probability of X Example : 2.17 To calculate the probability that 4 printers were sold, knowing 4 PCs were sold can be calculated as From Table 2.4:- F(Y=4/X=4) = 0.15/0.32 which is 0.47...

Hi David, I your calander, videos means is that interactive or you will upload the videos on that date ? waht i mean is do we need to log in on the date of video session? Please clarify. Regards srinivas

Hi Ujjwal, can you please send any spread sheet for the above calculation. I am not able to get this. thanks srinivas

Hi, David Please explain me the concept of par yield. Where can we use this? Also please tell me; what is the difference between spot rates, forward rats, zero rates and par yield I always gets confused with this. srinivas

Hi David, When r u starting the training for L1 2010 FRM programme. srinivas