Search results

+56 999497031

Thanks David...and sure I understand. You guys do a great job!

Hi David, As I'm havent purchased subscription to FRM P2 yet, let me ask about which excel spreadsheets are you planning to offer within liquidity and treasury risk topic. Lastly, are you offering FRTB spreadsheet within market risk topic? Thanks

Thanks a lot David

Hi David, Can you tell where to find spreadsheet model that you show in video "R39.P2.T5_Tuckman Ch6 empirical" (attached goes image). Thanks much!

Thanks a lot David

Hi David, In spreadsheet "R38.P2.T5_Meissner-Correlation-v10" (sheet "Gaussian copula (Meissner)") the bivariate gaussian output in cell Q17 is not working. Can you help me with that? Thanks!

Thanks David!!

+56999497031

Where can i find the excel exercise shown in R43.P2.T6_Stulz-Ch18-v7.1 (study notes).pdf (p. 12-15)? I dont see the shown charts in T6.d_2012_XLS_bundle_Stulz_Ong_v1010.xlsx "6d.1 Stulz Merton_subordinated".

The MD formula for par bond is applied in the file R36.P2.T5_Jorion-mapping-backtest-v3.xlsx sheet: "VaR-Mapping-Jorion-Ch-11", cell D30. Just need to understand formula derivation and in which study guide is shown. Thanks.

In which study guide or video can i find the derivation of the formula of modified duration of par bond? I understand MD formula for par bond is: MD=[1-(1+y)˄-maturity] / y But still searching for derivation..

Thanks!!!

Hi, I want to ask in what excel file is the attached Tuckman's effective duration example. I only see a slightly different one in "P1.T4.c_2012_XLS_bundle_bonds_v0413.xlsx" sheet "4c.3 Effective Duration & Conv". Thanks!!

Thanks...please add me +56999497031

Hi, I'm reviewing the focus review videos...and i only see 7 videos out of 8. Where can i download the last one?