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@arpitshah2963 20 сағат бұрын
Great work Mr Moa. Very helpful videos
@Jojo18898 2 күн бұрын
Thank you!!
@MediaWorkify 2 күн бұрын
You are AMAZING! Please do the IPS writing for institutional / retail clients
@Matti_us_Alpe 2 күн бұрын
Let me be the first to like and comment!
@hws2152 2 күн бұрын
Good video Sir, I am wondering can be have a situation where spread widen and duration is also increase ? Thanks ans Regard
@matteo.gerardo 2 күн бұрын
Hello Fabian, thank you so much. Could you explain the final step what does the -1/p x Dp/Dy on the left-hand side represent, specifically the negative? I was following up until that step. Thank in advance
@MediaWorkify 3 күн бұрын
You are amazing. Can you do how to write an IPS for different insitutions / indiviual investors, please?? My exam is next Saturday and I am struggling on this piece! If you don't mind us requesting topics too, would be amazing for you to cover a couple of others.
@Matti_us_Alpe 3 күн бұрын
Fabian 💪🏻😎.
@olajideifeoluwa 5 күн бұрын
Thank you
@Soren9w 7 күн бұрын
In Australian, we study: S0 -> Su -> Su' -> Suu -> Suu' Sud -> Sud' -> Sd -> Sd' -> Sdu -> Sdu' Sdd -> Sdd' Su = S0 x u; Su' = Su - Div1; Suu = Su' x u; Suu' = Suu - Div2 Sud = Su' x d; Sud' = Sud - Div2 Sd = S0 x d; Sd' = Sd - Div1; Sdu = Sd' x d; Sdu' = Sdu - Div2 Sdd = Sd' x d; Sdd' = Sdd - Div2 Not discount anything to Div0 (the present value of dividend). It moves at each period having dividends, that dividend will be deducted from the price of that step after dividend paying.
@Jojo18898 8 күн бұрын
Best layout of this concept I’ve seen. A+
@spam101-c5z 10 күн бұрын
Thank You very much sir
@MyatPinLay 11 күн бұрын
Thank you so much for this video. I am struggling with this topic. Now my problem is slove.
@mayuransivapalan 13 күн бұрын
Great video - a rare and valuable resource, thank you for sharing. A question (well multiple linked questions): - Why do you add a negative to the VaR and CVaR formulas? If you have more negative returns than positive, can't you have a negative VaR? Does a negative VaR impact the subsequent CVaR calculation?
@abdelrahmanmusa93 15 күн бұрын
kzbin.info/www/bejne/iKjWoJ9jfp6oZrc
@user-wc7em8kf9d 16 күн бұрын
So nice! Thank you.
@jesseosborne9674 17 күн бұрын
This has saved me many hours of study time! I'm so glad there is a way to calculate using the bond worksheet!
@hws2152 17 күн бұрын
Sir expected currency gain , it is assume foreign currency will strength against domestic currency in simple term us dollar is strength against Australian dollar ? Thanks and Regard.
@FabianMoa 17 күн бұрын
In the case, they will usually tell you how the two currencies change relatively. And this was video was done 4 years ago, where I just added the expected currency gains (more of an approximation method). The current syllabus uses: R(DC) = [1 + R(FC)] x [1 + R(FX)] - 1
@hws2152 17 күн бұрын
@@FabianMoa Thanks and Regard
@SabrinaDarza 18 күн бұрын
I can't say this enough but you are an amazing teacher! I had just about given up on this topic but you've made it so clear!
@FabianMoa 17 күн бұрын
Happy to hear that, Sabrina. Thanks!
@moran8448 23 күн бұрын
thank you so much for method 3
@KD-el9uq 27 күн бұрын
thanks for this video Fabian
@KD-el9uq 27 күн бұрын
how is the GBP weakening? 1 GBP could buy you 1.2 USD and now buys you 1.26 USD
@FabianMoa 27 күн бұрын
In the video, I said "dollar has weakened".
@KD-el9uq 27 күн бұрын
@@FabianMoa thank you. v good video
@KD-el9uq 27 күн бұрын
so is there a difference in payoffs between put bull spread and bull call spread? wouldn't max loss just be your net in/outflow when buying/shorting both puts? i.e. they both expire out of the money, have a value of $0 and you are just out of pocket whatever you paid Thanks
@MediaWorkify 28 күн бұрын
You are AMAZING. Just know that - thank you for doing this.
@leonard04123 Ай бұрын
THANKSx100 6 minutes listening to your video i understood this 100X faster den any other materials
@tejindersingh6645 Ай бұрын
I am indeed thankful to Prof. Fabian with such knowledgeable and hands-on session in such an easy manner. Thanks and keep the great work going on!
@muhammadirtaza4638 Ай бұрын
Great video man, tysm for all these calculator tricks
@jonathanleong01 Ай бұрын
Happy I've found this.
@alexrupelli8554 Ай бұрын
This is wrong and isn’t a floating rate bond since it’s assumed labor is flat ..
@hh7012 Ай бұрын
Thank you, Fabian. Your explanation is straightforward.
@mimiaminah7392 Ай бұрын
i thought the working for PV(0) will be 125,000/1.08? is that wrong?
@rohanmetai6789 Ай бұрын
Sir pls Explain sums of static credit curve which are there in schweser
@saulserano4292 Ай бұрын
helped me on something I have been stuck on for days
@joearoza Ай бұрын
Thanks mate good stuff
@wongraymond Ай бұрын
how do i know the discount rate of the policy as it was not stated in tjhe proposal ? will it varies from time to time ?
@FabianMoa Ай бұрын
The discount rate used in calculating the surrender cost index is typically determined by the insurance company issuing the policy. However, industry standards and guidelines, such as those provided by the National Association of Insurance Commissioners (NAIC) or similar regulatory bodies, may influence the selection of an appropriate discount rate. These standards ensure consistency and fairness in the calculations, allowing for more reliable comparisons between different policies and insurance providers.
@MrHengoo Ай бұрын
So Thankfullll
@nandinigarg236 Ай бұрын
Hi, can you please explain why would the values of cap and floor be the same if exercise rate for floor and cap are set equalto market swap fixed rate?
@jdjd605 2 ай бұрын
why are the OCI effects at 2:45 ( adding actuarial gain / subtracting the loss, adding actual return) under both IFRS and GAAP different to the effects when you show them at 6:52 and at 8:13???????
@danielnunes511 2 ай бұрын
how can I assume different distribution than normal distributions for equity returns? as we all know these returns are not normal? and which is the best to assume in order to model expected equity returns?
@FabianMoa 2 ай бұрын
Hi Daniel, a few I can think of that you can consider: - Skewed Normal distribution - Weibull distribution - Gamma distribution - Wald distribution (Inverse Gaussian distribution) - Burr distribution
@danielnunes511 2 ай бұрын
@@FabianMoa thanks Fabian for coming back!! And is it possible to assume any of these distributions under the formula you used on excel to generate random probabilities?
@andrewgirouard6378 2 ай бұрын
Taking level 2 today not going to lie for derivatives, fixed income, and complex equity formulas your videos have been the clearest and most effective explanations. These are very helpful I appreciate the videos.
@FabianMoa 2 ай бұрын
Hi Andrew, my comment came a bit late but I hope it went smoothly for your exam. Thank you for the feedback! That keeps me going.
@JulietMurindi-pl9wi 2 ай бұрын
Awesome video, clearly explained. Thank you.
@FabianMoa 2 ай бұрын
Glad it was helpful, Juliet!
@sanjaykupper7577 2 ай бұрын
You absolute legend!
@kebeiloesello9123 2 ай бұрын
You are a beast man! I have got nothing but gratitude for what you shared with us!
@omairali1164 2 ай бұрын
Thanks alot, this was very helpful Fabian. I think there is a small error in the text in red highlights at 12:00, Although in the formula you've calculated correctly on the spot rate, it looks like you've mentioned par rate in the red highlighted text box (0.0450)
@faisaldandashli116 2 ай бұрын
Very well explained, thank you!
@FabianMoa 2 ай бұрын
You're very welcome!
@shourjyaghosh2753 2 ай бұрын
can you a video deriving the case for semi-annual (or any frequency) compounding? On the internet I cannot find a derivation and I keep seeing the formula MacD/(1 + y/k) where k is the frequency, but after going through it myself I keep reaching the formula MacD/k(1 + y/k)
@andresgrtz 2 ай бұрын
Thank you!!!
@Azazelstrom101 3 ай бұрын
This guy is a legend
@shradhamakhija2306 3 ай бұрын
Thank you so much for this..i was really struggling with the equivalencies. Now i understand how much helpful the put call parity is.
@FabianMoa 2 ай бұрын
Glad it was helpful!
@user-nm8dw5qr2v 3 ай бұрын
Thank you for explanation, highly appreciate it 🙏
@FabianMoa 2 ай бұрын
My pleasure