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  1. M

    FRM Fun 1

    Sorry made a typo for the expression in parenthesis it should be (-yt+1) Instead of (-t^2 +1) Solving for t and setting it equal to 0 I get T= 1/y. And you are correct I did have to use both product and chain rule. Please let me know. Thanks, Mahesh
  2. M

    FRM Fun 1

    Hi David, Please see my answer below. Differentiating DV01[zero, CC] with respect to T using chain rule, and setting it equal to 0 to find the local maximum as follows => ((-T^2 )+1)* F*exp(-yT)/10000 = 0 above equation is equivalent to => ((T^2 )-1) =0 we get t=1 (we can discard t= -1)...
  3. M

    New Level 1 (Part 1) Formula Summary Sheet available

    Hi David, I've a quick qs.. is this formula sheet valid for 2012 l1 as well? Thanks.
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