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Hi, Regarding State Price Deflator, I am unable to understand how its adapted to price a derivative at time t as mentioned in the notes Vt =...
So, a(T-t) is a differentiable function of (T-t). Further, will it make more sense if I write as below: dh(t)/dt = d[a(T-t) - x]/d[a(T-t)] *...
Hi Steve, Here, I think I am also missing some thing as for me dh(t)/dt is coming as a'(T-t) + a(-1). Can you please point out what I am missing...
Thanks
Thanks. I don't know if my understanding is correct, but if Asset A is positively skewed then the probability of return more than mean is less...
Hi Steve, On the same question, can you please let me know how; if a risk free asset is available, the new efficient frontier is the straight...
Hi, As per introductory paragraph, if Assest A and B have same expectation and variance and if Assest A is positively skewed and Assest B is...
Many Thanks Steve.
Hi Steve, Thanks for your response. I have noted and understood that how u and d are derived under section 6 'calibrating binomial models'....
Thanks Alvin.
Hi Steve, Can you please let me know how or from where you got "S(t) * u * exp(-v*dt) and S(t) * d * exp(-v*dt)" Also, I am unable to understand...
Hi, Regarding question 12.5 and graph 3, as per my understanding when the interest rate is zero, the value of call option should be max{S-K,0}...
Thanks Andy. Sunil
Hi, Can anyone please comment on above. Thanks.
Hi, For autoregressive model, can you please mention what mu stands for. Also, AR(p) and as per proof of result 13.2 on page 29, for...
Many thanks John.
Hi John, Regarding chapter Time Series 1 and Auto Correlation Function and Partial Auto Correlation Function, I am unable to understand how both...
Thanks John. Understood. Sunil.
Hi All, Can someone please comment on the reason behind taking twice the value of probability when doing two-sided test, reference to question...
Thanks Julie. Sunil.
Hi, Under Inverse Transform Method For Continuous Distributions, the study material mentions sort of proof concluding as: P[U<=F(x)] = F(x)...
Many thanks John. Sunil.
Hi John, Thanks for the comments and this is what the study material also mentions. Could you please elaborate on the reason and logic behind...
Many Thanks Dave. I will also look at Acted course upgrade material. Sunil
Hi Dave, Thanks for the response. Please note that I am using CS2-PC-19 study material and the exprseeion is on Page 18. var(estimator of mu) =...
Hi, This may seem obvious but I am unable to understand the below: var(estimator of mu) = (sigma^2)/(tn -1) Could anyone let me know how this...
Thanks. Got it another thread after hours of search :) Sunil
Mark, Thanks for the explanation and if I may request further explanation on term pij(t)*h*ujj which doesn’t appear in final equation. Thanks, Sunil
