SP6

SP6 Discussion

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  1. M Willis

    Are there any rules of thumb that may be used to help understand what the examiner is looking for?

    M Willis, Mar 28, 2021
    Replies:
    1
    Views:
    1,014
    CapitalActuary
    Apr 21, 2021
  2. Edwin

    ASET April_'09 qus 3

    Edwin, Mar 16, 2013
    Replies:
    2
    Views:
    829
    Edwin
    Mar 17, 2013
  3. dimitris13

    asset grid reference

    dimitris13, Aug 6, 2018
    Replies:
    2
    Views:
    747
    Muppet
    Aug 10, 2018
  4. The AA

    Asset or nothing call

    The AA, Mar 7, 2008
    Replies:
    1
    Views:
    2,822
    Louisa
    Mar 7, 2008
  5. avinash_rawat

    Assigment questions in HULL

    avinash_rawat, Nov 8, 2007
    Replies:
    4
    Views:
    4,074
    avinash_rawat
    Nov 14, 2007
  6. Adam

    Basis Risk

    Adam, Oct 15, 2019
    Replies:
    3
    Views:
    815
    KaustavSen
    Oct 20, 2019
  7. TheMage

    Basket default swap query

    TheMage, Jun 27, 2014
    Replies:
    1
    Views:
    1,104
    Oxymoron
    Jun 30, 2014
  8. kimlinski

    Baxter and Rennie

    kimlinski, Nov 28, 2022
    Replies:
    5
    Views:
    765
    Steve Hales
    Nov 29, 2022
  9. Gareth

    bears, butterflies and strangles etc...

    Gareth, Feb 25, 2006
    Replies:
    11
    Views:
    3,079
    Gareth
    Mar 23, 2006
  10. Pie 'n' mash

    Binomial model

    Pie 'n' mash, Mar 28, 2006
    Replies:
    7
    Views:
    1,914
    olly
    Mar 29, 2006
  11. Procrastinator

    Black Scholes model

    Procrastinator, Mar 18, 2011
    Replies:
    1
    Views:
    2,437
    Mike Lewry
    Mar 21, 2011
  12. Crumple

    Black, LMM, Interest rate model

    Crumple, Sep 29, 2009
    Replies:
    1
    Views:
    1,938
    David Hopkins
    Oct 7, 2011
  13. Edwin

    Brand New Constant Maturity Swap Steepener Callable Bond

    Edwin, Feb 18, 2014
    Replies:
    0
    Views:
    2,043
    Edwin
    Feb 18, 2014
  14. TryingHardToPass

    Calculating Greeks of Futures

    TryingHardToPass, Jan 7, 2023
    Replies:
    3
    Views:
    501
    TryingHardToPass
    Jan 9, 2023
  15. AAStuck

    calculator

    AAStuck, Nov 17, 2008
    Replies:
    5
    Views:
    2,630
    examstudent
    Nov 25, 2008
  16. Edwin

    Calibrating the HW - Model to Price a Put_ACiD, A00 Q4

    Edwin, Feb 23, 2013
    Replies:
    5
    Views:
    1,102
    Edwin
    Mar 30, 2013
  17. trog_8

    Cameron-Martin-Girsanov theorem - working out gamma

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

    Caplet calculation

    barbados, Nov 21, 2010
    Replies:
    3
    Views:
    1,663
    Mike Lewry
    Nov 26, 2010
  19. Edward chong

    Central party clearing for OTC derivatives

    Edward chong, Jul 29, 2014
    Replies:
    2
    Views:
    1,671
    Edwin
    Apr 2, 2015
  20. radex

    Changes to ST6 in 2019

    radex, Sep 13, 2018
    Replies:
    1
    Views:
    907
    Admin
    Oct 25, 2018
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