there was a tricky one which involved a regressión formula and a remember an input of 0,19 and the orher of 0,64... answer was 0.64? or was other different?
if you sum a has exposure to b - 3
if you sum a has exposure to c - 3
if you sum c has exposure to a -2
for example 3+3-2 = 4 --- i do like that in the exam
Hello,
The exam was very tricky with a lot of questions qualitative.
Questions that i remember:
1- One in which both sides are exposed to wrong way risk
2- Calculation cox. 2,89 answer
3- Calculation ho-lee. think answer was 55 pb.
4- DtD (LN (MV/FV)/desv)
5- BCVA - 410000 answer
6- One with...
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