Plan for 3 days to D-Day

kris10 Wrote:
——————————————————-
>
> I’ll be reviewing the last of the formulas that I
> don’t know cold and review my “I can’t seem to
> ever remember this” list.
>
Any chance you could share the list? :D
 
I have been re reading my own notes and then reading the CFA Eoc summary before doing the following questions.
I am still amazed at how long this takes, I have spent all day wading through, Econ, Corp fins and Portfolio mgmt…with Alt inv yet to go.
Although, I have done ok„I have fallen for so many tricks in these questions, which has surprised me slightly.
 
i’m not going as hardcore on ethics, and i probably will regret it…
i’m going more FSA/equity.
Then it always helps to triple check that i havent forgotten how to do all the different kinds of swaps and FRA pricings/valuations…
 
smileygladhands Wrote:
——————————————————-
> i’m not going as hardcore on ethics, and i
> probably will regret it…
>
> i’m going more FSA/equity.
>
> Then it always helps to triple check that i havent
> forgotten how to do all the different kinds of
> swaps and FRA pricings/valuations…
I’d focus on price for most… I doubt they ask a currency swap valuation question. If they do my plan of attack is guess and move on.
 
Review private company valuation, Modigliani-Miller and convertibles tonight.
Tomorrow do the CFA mock (wanted it to be the last one I did, worked at level 1 so meh), then mark it on Friday and read and review a ethics/soft dollar standards and research objectivity.
 
dhwit Wrote:
——————————————————-
> smileygladhands Wrote:
> ————————————————–
> —–
> > i’m not going as hardcore on ethics, and i
> > probably will regret it…
> >
> > i’m going more FSA/equity.
> >
> > Then it always helps to triple check that i
> havent
> > forgotten how to do all the different kinds of
> > swaps and FRA pricings/valuations…
>
> I’d focus on price for most… I doubt they ask a
> currency swap valuation question. If they do my
> plan of attack is guess and move on.
If you can do an IR or Equity swap, a currency swap is easy. Even though Dave Hetherington doesn’t think this is no excuses material, I think it is. Once you calculate your payoffs, all you have to do is play with the FX rates to get the value.
 
bpdulog Wrote:
——————————————————-
> dhwit Wrote:
> ————————————————–
> —–
> > smileygladhands Wrote:
> >
> ————————————————–
>
> > —–
> > > i’m not going as hardcore on ethics, and i
> > > probably will regret it…
> > >
> > > i’m going more FSA/equity.
> > >
> > > Then it always helps to triple check that i
> > havent
> > > forgotten how to do all the different kinds
> of
> > > swaps and FRA pricings/valuations…
> >
> > I’d focus on price for most… I doubt they ask
> a
> > currency swap valuation question. If they do
> my
> > plan of attack is guess and move on.
>
>
> If you can do an IR or Equity swap, a currency
> swap is easy. Even though Dave Hetherington
> doesn’t think this is no excuses material, I think
> it is. Once you calculate your payoffs, all you
> have to do is play with the FX rates to get the
> value.
I agree if you referring to pricing a currency swap… They are not bad at all, but I gave up on valuing one a while ago. There are one or two extra steps that throw me off. I cant recall the steps, but it has to do with adjusting for original spot…etc
 
dhwit Wrote:
——————————————————-
> bpdulog Wrote:
> ————————————————–
> —–
> > dhwit Wrote:
> >
> ————————————————–
>
> > —–
> > > smileygladhands Wrote:
> > >
> >
> ————————————————–
>
> >
> > > —–
> > > > i’m not going as hardcore on ethics, and i
> > > > probably will regret it…
> > > >
> > > > i’m going more FSA/equity.
> > > >
> > > > Then it always helps to triple check that i
> > > havent
> > > > forgotten how to do all the different kinds
> > of
> > > > swaps and FRA pricings/valuations…
> > >
> > > I’d focus on price for most… I doubt they
> ask
> > a
> > > currency swap valuation question. If they do
> > my
> > > plan of attack is guess and move on.
> >
> >
> > If you can do an IR or Equity swap, a currency
> > swap is easy. Even though Dave Hetherington
> > doesn’t think this is no excuses material, I
> think
> > it is. Once you calculate your payoffs, all
> you
> > have to do is play with the FX rates to get the
> > value.
>
> I agree if you referring to pricing a currency
> swap… They are not bad at all, but I gave up on
> valuing one a while ago. There are one or two
> extra steps that throw me off. I cant recall the
> steps, but it has to do with adjusting for
> original spot…etc
I don’t know if you are using Stalla, but if you watch Dave Hetherington’s video example, it is pretty easy.
 
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