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QFI Core Exam Old Advanced Portfolio Management Forum

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  #31  
Old 10-31-2019, 10:57 PM
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yyConsultant yyConsultant is offline
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Yeah agree, and the - N(-d1) derivation. I should had pay more attention to the fall exam solution. I kept thinking that they won't ask the same thing again and they prove me wrong.

Risk reversal questions is fine, I'm glad they asked about the Greeks instead of vanna volga as I did not study in depth canna volga because of the same reason above haha.

I'm also surprised that they asked 2 PCA questions and 1 ESG question. I spend most of my section 5 reading on Tsay material, but I should hopefully be able to score some points from this 3 questions.
I put more attention on PCA and ESG, just because they are not tested until now. But the risk reversal question almost kill me, I skip that section totally since it was tested at last sitting. I wonder that the exam papers for spring and fall are created simultaneously but tested seperately.
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Old 10-31-2019, 11:18 PM
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Were there any questions this setting on the forward rate or swaps ?
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Old 10-31-2019, 11:58 PM
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Were there any questions this setting on the forward rate or swaps ?
Maybe none of them are tested.
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