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  1. K

    Bond duration and convexity

    No one have ideas? To calculate the price impact on a bond (currently priced 60.00) with modified duration of 5.7 and convexity 55.65 if the yield change in basis points is 23.
  2. K

    Colculation task

    What is the price impact on a bond currently priced 60.00 with modified duration of 5.7 and convexity 55.65 if the yield change in basis points is 23. Please formula to calculate.
  3. K

    2006 FRM Practice Exams - Geometric Brown Motion

    If a little change question: In the Geometric Brown Motion process for a variable S, I. S is normally distributed II. ln(S) is normally distributed III. dS/S is normally distributed IV. S is lognormally distributed What is correct answer to question?
  4. K

    Bond potpourri [Practice, FRM: Market]

    Please could you give answers to this questions.
  5. K

    Hello David. I found page with error. Could you please give answers to this questions...

    Hello David. I found page with error. Could you please give answers to this questions. http://www.bionicturtle.com/how-to/question/bond-potpourri-practice-frm-market Page error. http://www.bionicturtle.com/forum/viewthread/1026/ Thanks.
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