标题: Blue Box Examples to not miss? [打印本页] 作者: DoubleDip 时间: 2011-7-13 15:57 标题: Blue Box Examples to not miss?
I have run out of material to study -- I have not yet done the blue box examples, and i don't want to go through all of them because it takes too long.
Any guidance as to which ones would be considered particularly key? I'm sure they are prob all important, but undoubtedly there are those that you have come across more than once on sample exams and therefore would consider more relevant.
This kind of goes along with the "important EoC" thread, but i found when i went through the EoC that there was quite a bit left out, that i presume was covered in the blue boxes.作者: oneboy 时间: 2011-7-13 15:57
I just went through all the blue box examples looking for unfamiliar stuff. I ignored everything I felt I knew. It only took me a day or so.作者: PalacioHill 时间: 2011-7-13 15:57
I am doing exactly that these days... Scanning the ones that look familiar but spending some time on the ones not covered in EOC.
Vol 5 esp. Derivatives part has many blue box examples that don't get covered in EOC作者: skycfa 时间: 2011-7-13 15:57
i truly hate volume 5.作者: IAmNeil 时间: 2011-7-13 15:57
Singer-Terhar(SP?) in the CAPM section was unlike any EOC.作者: Roflnadal 时间: 2011-7-13 15:57
I'm in book 5, too much informatiom there.need a day to scan it all...some asset allocation, equity, swap, monitoring example are good. Examples could be mostly helpful for PM, IMO.作者: dyga 时间: 2011-7-13 15:57
there were the blue boxes that tested use of options to reduce effective annual rates on loans. they do examples where you use calls, puts, and are both the lender and the borrower. this showed up on the sample exams and there was not an EOC question on it. only the blue boxed作者: pennyless 时间: 2011-7-13 15:57
The Singer one and the options to adjust effective annual rate i actually picked up through schweser. I have a feeling most of the nasty stuff not covered by EoC lies in book 5 and 6作者: thommo77 时间: 2011-7-13 15:57
Paraguay Wrote:
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> Singer-Terhar(SP?) in the CAPM section was unlike
> any EOC.
Hey guys, could you tell us where Singer-Terhar section is in CFAi and the blue box example? Remember wanting to come back to this topic but now I can't remember where it is (or what it is...) Thanks!作者: Windjam 时间: 2011-7-13 15:57
have a strong feeling they are gonna test that.作者: cityboy 时间: 2011-7-13 15:57
It's the thing with risk premiums, illiquidity premiums and degree of segmentation and integration.
It's in one of the economics sections...作者: oneboy 时间: 2011-7-13 15:57
Did you guys all attend the 3-day workshop thus the concentration with the BLUE BOXES? I personally haven't done them as /i feel the workshop question book covers alot of the blue boxes material.作者: mik82 时间: 2011-7-13 15:57
JP_RL_CFA Wrote:
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> have a strong feeling they are gonna test that.
Same.... I have taken 2007-2010 morning, and have not seen one question related. I have taken various mocks, and seen it maybe once outta 10. This is "overdue" (gamblers fallacy?)作者: Colum 时间: 2011-7-13 15:57
Thanks all... that example is actually a little complex. not hard to understand, but takes time. Just hope I can still remember all that under the time pressure if it shows up.作者: mcmc 时间: 2011-7-13 15:57
markCFAIL Wrote:
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> JP_RL_CFA Wrote:
> --------------------------------------------------
> -----
> > have a strong feeling they are gonna test that.
>
>
> Same.... I have taken 2007-2010 morning, and have
> not seen one question related. I have taken
> various mocks, and seen it maybe once outta 10.
> This is "overdue" (gamblers fallacy?)
I wouldn't think an item set though and if it was it would be the simpler relationships. Not (Beta)(Beta)(Variance MKT) / (SD1)(SD2) = correlation.作者: zwjy 时间: 2011-7-13 15:57
That formula frustrates me.... When is it just (Beta*Beta*Var) versus (Beta*Beta*Var)/(SD1*SD2)
I've seen both... blah..作者: nannan66 时间: 2011-7-13 15:57
Numerator is Covariance.
Denominator turns covariance into correlation.
I figured that formula out in 2 seconds. It took me 3 read throughs to realize that Beta = correlation(SDasset/SDmkt)
