PFA in answer section: VRM Ch-1 :Expected Shortfall, Spectral Measure & Coherent Measure of Risk (FRM P1) Podcast by Sanjay Saraf Sir
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Suppose the currency quotation is A/B And in the market suppose the forward is overvalued or undervalued So to conduct the arbitrage process which currency should we borrow and which currency forward sell?
91 40. A fixed-income portfolio manager currently holds a bullet 7-year US Treasury position with USD 60 million face value. The manager would like to create a cost matching barbell portfolio by purchasing a combination of a 2-year Treasury and ...