Search results

I passed with 1,1,1,1,1,1. Thank you @David Harper CFA FRM. I owe you. I love your way of explanations of materials. I love your voice. I love your face. I love .....love... love...

In my opinion exam was relevant to curriculum and evaluate knowledge of candidates very well.

Hi David, I got confused by the concept Z-spread and OAS. When a call option is added to a bond, since it is not favorable to the bond buyer, they would require more spread (which is the OAS) for this instrument in order to get more discount on the bond price. So to me, Z spread should be less...

Hi David, Could you please explain why in default, CVA converge to exposure of transaction, WHICH MAY BE ZERO? I will be so appreciate if you explain the figure in the attached file,too. thanks

hello David the link didn't work! it said: " Oops! We ran into some problems. You do not have permission to view this page or perform this action. "

Thank you Nicole. but someone sent this file to me.

Hi David and Nicole, I have a question. I want some clarity. I am going to sit for may 2021 exam(level 2). I want to know about the probable changes in materials. As we know, CFA exam's materials for 2021 is not going to be changed. Is it possible that GARP announce any changes in materials?

I passed 2,2,1,1

+98 9128091607

I am not from india. GARP's website is too old

I tried vpn of new zealand.nothing happend

Hello David in video you explained Unexpected weakening (strengthening) of basis risk in the scenario of contango. could you help me to understand what will happen in the scenario of backwardation?

Hello David There is a typo in video of exotic options European call option= long-asset-or-nothing call + short cash-or-nothing call European put option= long-cash-or-nothing put+ short asset-or-nothing put

hello ShaktiRathore why? I want to know theorem's concept

Hello David Could you explain for me the concept of Girsanov's Theorem? thank you in advance Danesh

thank you

hello David the link doesn't work

Hello Correct formula: y% = Q% / (1 - Q% * n/360) Wrong formula(in video): y% = Q% / (1 + Q% * n/360)

hello ami44 thank you very much for your clean explanation:)

Why are the par yields slightly less than spot rates(for upward sloping curve)? It seems to be identical!!! What is the cause of their difference?