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Financial Modeling Module Old Advanced Investment Topics Forum

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  #1  
Old 01-12-2014, 01:18 PM
colinwen colinwen is offline
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Default Anyone interested in forming a Google Discussion for FMM?

I am putting together the final submission but unsure about a few questions.
Would be nice to have someone to discuss.
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  #2  
Old 01-14-2014, 12:05 PM
LEC05010 LEC05010 is offline
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I would like to discuss this as well. I am not quite at the end and ready to submit. Just finishing up the fourth section exercise.
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Old 01-18-2014, 03:57 PM
Falafel Falafel is offline
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I'd be interested in this too. Did someone make this?
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Old 01-23-2014, 11:18 AM
zulu zulu is offline
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I'm interested as well. Please let me know how to get in.
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Old 01-23-2014, 11:55 AM
Falafel Falafel is offline
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Just made a Google Group:

https://groups.google.com/forum/#!fo...ing-fsa-module
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Old 01-26-2014, 02:44 PM
Falafel Falafel is offline
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For Section 5 Exercise 2 Task 3, what is the investment they are looking for which hedges their equity, interest rate, and volatility sensitivities? I know their equity sensitivity can an be mitigated through delta hedging, but what investment covers all three? I figured they would have said which investment would do this at some point in the module, but I never came across one...
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Old 01-27-2014, 09:37 PM
blackworm blackworm is offline
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Using other options can hedge all three
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Old 01-27-2014, 10:06 PM
Falafel Falafel is offline
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Quote:
Originally Posted by blackworm View Post
Using other options can hedge all three
Like since GMAB is like selling a put, they should buy puts to hedge all three?
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Old 01-27-2014, 10:24 PM
blackworm blackworm is offline
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I'm not exactly sure what to do on Section 5 Exercise 2 Task 2... it is asking for returns with and without hedging.

I'm not sure where we are incorporating a hedge...Can someone explain what they did in the worksheet?
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Old 01-27-2014, 10:27 PM
Falafel Falafel is offline
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Nvm this totally makes sense now.
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