FRM schweser part 2 book 2 2013 (1of 2)

... 167 177 191 20 7 22 4 23 6 SELF-TEST: CREDIT RISK MEASUREMENT AND MANAGEMENT 24 7 PAST FRM EXAM QUESTIONS 25 2 FORMULAS 27 5 AERENDIX 27 9 INDEX 28 2 20 13 Kaplan, Inc Page FRM TART n BOOK 2: CREDTT RISK ... WT-t) In d= 60 (50)(0.H607) (0.10ÿ/3 +-(0.10ÿ3-0 = In (1.39 42) 0.17 32 — H (0.17 32) = 2. 005 St =60 xN (2* 005)~ 50x0.8607 xN (2. 005 0.17 32) Professor’s Note: N(d)...

Ngày tải lên: 06/03/2017, 13:45

... 20 3 21 5 22 H 23 5 RISK MANAGEMENT AND INVESTMENT MANAGEMENT; CURRENT ISSUES IN FINANCIAL MARKETS 25 3 PAST FRM EXAM QUESTIONS 25 9 FORMULAS 27 1 APPENDIX 27 5 INDEX 27 9 20 13 Kaplan, Inc Page FKM PART ... 97ft-1- 42 7 7 47 4-6 l M277 -44 74 -2 PPN: 320 0- 3 24 2 Required Disclaimer: GAftP11 dues not diduite, promote, review, nr furnt die icoinry uf (lie pfiiJiicLÿ or service...

Ngày tải lên: 06/03/2017, 13:45

... EPE, For additionalBook 2, Topic 29 practice questions see; Self- Test Questions: # (page 24 9) Past FRM Exam Questions: # 38 (page 26 1) 20 13 Kaplan, Inc Page 189 — Topic 29 Cross Reference to ... spread, and prepayments For additional Book 2, Topic 28 practice questions see: Past FRM Exam Questions: # 35-37 (page 26 0) 20 13 Kaplan, Inc Page 175 Topic 28 Cross Reference to G...

Ngày tải lên: 06/03/2017, 13:45

... 500 28 6 1.30 4 .27 -3.99 -6.60 -4. 94 -6.38 10. 14 -3.63 31.85 Fidelity Magellan 4 02 1.73 6 .23 12. 37 -2- 31 -0.35 0.65 7.13 3. 14 17.81 Convertible/ option arbitrage 1 04 1.63 0.97 42 . 59 28 .97 21 .35 2. 91 ... increases to 2. 0 42 8 for a sample of 30 funds Figure 2: Selection Bias of Manager Performance n mv fTjÿ 0.0000 1.0000 1.1630 1.5388 8675 2. 0 42 8 0.6690 0.5868...

Ngày tải lên: 06/03/2017, 13:45

Ngày tải lên: 07/08/2012, 11:56

Ngày tải lên: 28/10/2013, 09:15

... + 125 ,000 -27 .000 S A M E H -25 0$00 -300,000 -550,000 50,000 90,000 150,000 4 Initial Investment, $ Life, Years PW at 12% per Year, $ -15,000 -25 ,000 - 10,000 -25 ,000 -40,000 12 8,540 12, 325 ... = $2. 14 August 20 03 A predicted price in 20 05 1s $2 23(1.04) = $2. 32 August 20 05 If inflation averages 4% per year over the next 10 years, Equation [14.3] is used to pred~ct Big Mac p...

Ngày tải lên: 22/11/2013, 13:39

Ngày tải lên: 13/12/2013, 20:15

Ngày tải lên: 14/12/2013, 09:15