BINOMIAL DELTA In Delta calculation in the end, payoff from original values is used, rather than those calculated. Could you please provide an explanation. Also, Delta is calculated on Valuation Day here. Is a similar calculation done in case of calculating ...
SSEI Q Forum Latest Questions
In Q-13 Pg-18 i) Why Upfront fees is calculated on Forex Hedge rate (64) and not on spot rate (65) If payment is done upfront today it should have been taken spot at 65 and then 12% Int should have ...
DERIVATIVES AMENDMENT Q3 PAGE 140 DERIVATIVES AMENDMENT ANSWER FOR Q3-Pg 140 I solved the question considering all the possibilities I could think of, incorporating what Sir suggested and also ICAI did. I calculated Option value being abandoned at all possible ...
It is known that Beta captures only systematic risk. However, it is said that asset beta represents business risk. Isn’t Business risk is a part of unsystematic risk? Please explain
In Illustration 1, we have first found Nominal Value of Cash flows by: “Multiplying both EBDT (1-t) and Depreciation Tax saving (DTS) with (1+i)” [i ...
The period and limit for startup India Initiative is printed wrongly in the new AFM ...
In an options cover sum – when the lot size is given & in rounding down – an uncovered portion arises – but what to do when we round up? (unlike futures where we square off the position, thus this question ...
Hello sir….i am looking forward to buy ur AFM classes for m25 attempt….there are 3 batches….gold, platinum, platinum plus….i dont require fastrack revision classes…i only require audio review…gold batch excludes audio review…so how i can get access to audio review ...
Sir, Just completed Sensitivity Analysis topic in Amendment classes. It was mentioned that while doing shock approach, we need to decide shock rate based on ...
Due date is 4th April. Why Spot(ask) of march (i.e. 73.4275) is used for calculation of swap loss. It should be Option forward of April i.e.73.5675. And therefore swap loss will be [(73.2775-73.5675)*1,00,000] = 29000. Is my answer correct if ...