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  1. Shau_2207

    Science of Term Structure- Arbitrage pricing multiple periods

    Hello David, I have a question under Topic Term Structure Science under that LOS- Arbitrage pricing of derivatives over multiple periods. Page 23 i am unable to follow the attached eq, how do we calculate bond value of P(1,1) and P (1,0) for given risk neutral probabilities. In exam will we be...
  2. Shau_2207

    PLEASE READ: Publishing Process for 2022

    HI, @Nicole Seaman I dont see GARP LTR chapter 14 Moorad Choudhry : Liquidity Risk reporting and stress testing. Is there something i am missing
  3. Shau_2207

    P2 Instructional Video: Bodie, Chapter 24

    I found an example of MV(Perfect timer per $ of assets) in GARP book see attached but i am not able to figure out the working or calculation 2N, do we need to multiple N value , is the N value right tail or left tail? Can you please help?
  4. Shau_2207

    P2 Instructional Video: Bodie, Chapter 24

    Hello All, Can anyone please help an example?
  5. Shau_2207

    FRM Part 2 May 2023 Study Group

    Hi, Anyone willing to form a small study group for P2, please ping me.
  6. Shau_2207

    PLEASE READ: Publishing Process for 2023

    Thanks a lot David! I am a big fan of your teaching style and knowledge in finance. Appreciate all efforts you put in. I wish I had subscription of your knowledge forum for lifetime. You are a great teacher!
  7. Shau_2207

    PLEASE READ: Publishing Process for 2023

    @Nicole Seaman Thanks for the update Are we planning to update the videos for chapter 4 from Investment risk book it does not match with points mentioned in the study notes, also we do not have videos instruction for hedge funds chapter are we going to update that as well this year? Many...
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