SP6

SP6 Discussion

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  1. Adam

    Basis Risk

    Adam, Oct 15, 2019
    Replies:
    3
    Views:
    818
    KaustavSen
    Oct 20, 2019
  2. Edwin

    April 2005_q3(i)(a)

    Edwin, Mar 24, 2013
    Replies:
    1
    Views:
    809
    Mike Lewry
    Mar 28, 2013
  3. Emily Wong

    SP6 and CM2 revision

    Emily Wong, Aug 20, 2020
    Replies:
    0
    Views:
    768
    Emily Wong
    Aug 20, 2020
  4. kimlinski

    Baxter and Rennie

    kimlinski, Nov 28, 2022
    Replies:
    5
    Views:
    766
    Steve Hales
    Nov 29, 2022
  5. Slumpy

    September 2005 Paper, Q3

    Slumpy, Sep 30, 2015
    Replies:
    0
    Views:
    760
    Slumpy
    Sep 30, 2015
  6. dimitris13

    asset grid reference

    dimitris13, Aug 6, 2018
    Replies:
    2
    Views:
    749
    Muppet
    Aug 10, 2018
  7. benny wang

    using real world probability to project equity return

    benny wang, Jan 11, 2017
    Replies:
    0
    Views:
    749
    benny wang
    Jan 11, 2017
  8. Adam

    Time to Expiration and Option Price

    Adam, Feb 27, 2020
    Replies:
    2
    Views:
    730
    Adam
    Mar 3, 2020
  9. Adam

    reasons for the smile in fx options

    Adam, Feb 22, 2020
    Replies:
    1
    Views:
    726
    mugono
    Mar 2, 2020
  10. Viraj Doshi

    ST ASET

    Viraj Doshi, Jul 15, 2017
    Replies:
    0
    Views:
    681
    Viraj Doshi
    Jul 15, 2017
  11. M Willis

    Do short rate models actually have many practical applications within the average life insurer?

    M Willis, Oct 14, 2022
    Replies:
    0
    Views:
    668
    M Willis
    Oct 14, 2022
  12. mgh

    General Query

    mgh, Aug 24, 2022
    Replies:
    1
    Views:
    663
    mgh
    Aug 26, 2022
  13. TryingHardToPass

    Kurtosis CMP Chapter 6

    TryingHardToPass, Nov 23, 2022
    Replies:
    4
    Views:
    654
    TryingHardToPass
    Nov 28, 2022
  14. Adam

    Use Swap or Bond Futures to Change Portfolio Duration

    Adam, Feb 9, 2020
    Replies:
    0
    Views:
    646
    Adam
    Feb 9, 2020
  15. Adam

    Futures Price vs Forward Price

    Adam, Mar 9, 2020
    Replies:
    0
    Views:
    640
    Adam
    Mar 9, 2020
  16. Adam

    Option Expiration Dates

    Adam, Nov 2, 2019
    Replies:
    0
    Views:
    636
    Adam
    Nov 2, 2019
  17. trog_8

    Cameron-Martin-Girsanov theorem - working out gamma

    trog_8, Jan 22, 2023
    Replies:
    1
    Views:
    591
    TryingHardToPass
    Jan 25, 2023
  18. Adam

    Girsanov Theorem and Ito's Differential

    Adam, Feb 9, 2020
    Replies:
    0
    Views:
    579
    Adam
    Feb 9, 2020
  19. TryingHardToPass

    Calculating Greeks of Futures

    TryingHardToPass, Jan 7, 2023
    Replies:
    3
    Views:
    505
    TryingHardToPass
    Jan 9, 2023
  20. TryingHardToPass

    CMP Cp9 Exotic Options Excel Examples

    TryingHardToPass, Jan 18, 2023
    Replies:
    1
    Views:
    432
    TryingHardToPass
    Jan 21, 2023
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