FRM SEM 1 2015

CCMM2012

想问网上的练习题,第8章就一道题?

asapll

哈哈哈哈 给的是蛮草率的 不知道CPA怎么这章就一道

sw@au

两位看来是同道中人阿,有谁能指点一下,Financial Risk Management appendix 7.1    fair value calculation for the cash flow hedge using the hypothetical hedge approach/using the change in cash flow approach里的这些计算是要考的么? 还是看看就可以了?  Appendix 到底是算optional reading 还是required reading?

asapll

sw@au 发表于 2015-4-13 16:05
两位看来是同道中人阿,有谁能指点一下,Financial Risk Management appendix 7.1    fair value calculation ...

我准备give up appendix 7.1了，计算太复杂， 也不太能例会解释，就算了，把课本应该看的仔细看看吧。个人意见哦

CCMM2012

和楼上 观点 一致

foxinlost

sw@au 发表于 2015-4-13 16:05
两位看来是同道中人阿,有谁能指点一下,Financial Risk Management appendix 7.1    fair value calculation ...

it is just a illustration about how the FV of the derivatives  been calculated, and it is actually quite easy, just the PV of the future cash flow under the SR - you will figure out just by looking at those tables.

i cannot understand the calculation of ineffectiveness by regression and matched terms, absolutely no idea, is anyone know?

especially matched terms as i give up on the regression

豆豆2015

请问同学们，有谁能卖2015 S1 FRM 的书？谢谢！