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    10 days left..

    We now have about 10 days to the exam. I'm thinking of reviewing PQs especially for the questions that I did not get at the first time rather than reading the materials again. I am curious to know how people are preparing the exam between now and 11/16. I would appreciate if anyone could...
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    PQ pdfs

    Hi BT, It looks like the pdf files uploaded(Stowell, Bodie, and Jorion) are not containing the right context. Please take a look at them. Thanks.
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    parameters in garch(1,1)

    Hi David, probably someone already asked this before, but it was not straightforward to find my question. please understand.. :) so my question is.. How do people choose the parameters - omega, alpha, and beta- in garch(1,1) in practice? I understand the properties between them such as if...
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    PQ for gregory

    Hi David / BT, I’m studying counter party risk and found practice questions for Malz, but Gregory. Are you guys working on PQ for Gregory’s chapters as well?
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    when the future price isn't predetermined..

    In the notes... --- 2. To a key customer, the coffee producer promises to sell 100 pounds, on a date one year in the future, at the future spot price In the second scenario, the producer is exposes to a future spot price decrease, such that the appropriate hedge is a short position in...
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