Tuckman chapters for T5

[cmaringa]

I see in the GARP FRM handbook and BT notes for T5 that the chapters assigned from Tuckman are 7 (The Science of Term Structure Models),8 (The Evolution of Short Rates and the Shape of the Term Structure),9 (The Art of Term Structure Models: Drift), and 10 (The Art of TSM: Volatility & Distribution). However, the videos cover 2012 assigned reading (may be from an earlier edition) chapters 6(Measures of Price Sensitivity Based on Parallel Yield Shifts), 7 (Key Rate Exposures), and 9 (Science of Term Structure).

David, are you working on developing videos with these updated chapters from Tuckman?

Thanks,
Chetan

 

[David Harper CFA FRM]

Hi Chetan, Yes, indeed, per the calendar http://forum.bionicturtle.com/posts/22675/
... and in a few days a new PQ PDF will publish covering the new Tuckman chapters; i.e., see status at daily quiz http://forum.bionicturtle.com/forums/todays-quiz.53/

Thanks,

 

[cmaringa]

Thanks à lot David. I look forward for the updates.

 

[tomred]

Page 32 of valuation pdf; Can somebody help me with the question on Tuckman. I am in the dark with out knowing, from where we got the 629.34 price on the replicating portfolio (1 yr).
David, if I may, it would help if you can give a premise of the problem. Thanks!

 

[sban]

Hi David - any ETA on Chapter 9 &10 of Tuck,am in terms of video. spreadsheets etc.

Thanks

 

[young_]

Hi David, I have the same question regarding video for Tuckman's chap 9 and 10. please let us know. thanks!

 

[David Harper CFA FRM]

Hi cypanic, we are currently working on the schedule for the second semester, we will definitely be doing Tuckman Ch 9 and 10 but i don't have any specific dates and I'm not going to get into ETAs, thanks,