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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PFA in answer section: Cross Currency Interest Rate Swap Podcast by Sanjay Saraf Sir
unable to understand the interpretation of the parameter estimation, please help.
SHIVAM KHAITANAdvanced
Hello Sir , I have a doubt in option greeks chapter. As we say that when we buy a call, rho is positive as we save financing cost but a counter query came in my mind that as we price ...
SHIVAM KHAITANAdvanced
In sum no. 6 , sir used deriva gem to calcuate the gamma and in all the cases ( out , in , at the money) gamma increased as maturity decreases and sir said both options “a” and “b” is ...
Utsav ChandakBeginner
Hi everyone, Karan sir has used some reading notes for classes of Liquidity introduction and illiquidity and has said in lectures that he will share these pdf notes but I am unable to find those notes in Google drive or ...
answer is ” A “, couldn’t understand that is it practically sound to outsource the management of risk to a third party? doesn’t this possesses threats ?
doubt for (d), at the back, its written that, the 50/50 portfolio has a expected return of ~9.5% and volatility of ~7.4% (i.e 50%*12.8%) I’m not able to understand how they took the expected return to be 9.5%, is it a ...
