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Who knows, maybe thats how we passed the exams as well haha

Well...i also received the ERP certified email, checked myself the FRM certified...it only means that the ones not yet certified will have to wait even more

It looks like......:/

Passed with 2,2,1,2,1 :) Congrats to everyone who passed!

The problem is...that we are brainstorming here on the forums...but the biggest problem is, that we will never find out which were the correct answers..hehe :(

The correct one was the volatility frown where the ATM option had higher volatility due to expected huge decrease or increase of stock price after the deal if it fails or not

Yes indeed, nothing difficult there, just divide one dv01 to the second, then multiply by value we had, just not sure which one is the divisor..but i just followed the logic, as he had some bond with around 0.12 dv01, and the treasury one had something like 0.06, so it makes sense that to hedge...

Does someone remember the result for the regression hedge...? Was it 380 mln or 105? As DV01 was half of the bond he wanted to hedge, i chose 380 mln

Ah...ok I see. I am not sure why I chose thinner tails then, beause I saw that the negative returns in the tails are much lower, the same as for the up tail. Then I might have been veery unattentive. thanks

Hi everyone, I saw that all of you picked the fatter tails for the QQ plot...but i chose thinner... Wasnt it the same as the graph below? Or I guess I did not fully understand the topic... thanks in advance