As do I.
David and I had a discussion about key rate durations back in May. He’d forgotten that the CFA curriculum advocates changing a single par rate to compute key rate durations, whereas in the FRM curriculum it appears that they tend to favor changing a single spot rate.
It’s a pity he is not quite into CFA and perhaps understandably so. He primarily has quant orientation which is also the theme of the FRM curriculum.
However somewhat like you , I love the way he simplifies things. His videos on Securitisation and the sub prime mortgages , Merton model , KMV model, EV etc etc were so fascinating that they hardly proved challenge not only in FRM exams but also in my CFA especially level 2. A big shout to both of you.
You’re very kind.
Thanks.