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Financial Risk Manager (FRM). Free resource
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P1.T4. Valuation & Risk Models (30%)
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Errors Found in 2021 Study Materials P1.T4. Valuation & Risk Models
Nicole Seaman
Jan 22, 2021
Replies
18
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894
Nov 20, 2021
Garbanzo
G
M
The value of a 1.5-year, 6 percent semiannual coupon, $100 par value bond
marshmallow
Nov 18, 2021
Replies
2
Views
145
Nov 18, 2021
David Harper CFA FRM
T
VaR and ES
txakama
Nov 13, 2021
Replies
1
Views
115
Nov 17, 2021
lushukai
M
Per 100 FV question
mbbx5va2
Nov 8, 2021
Replies
2
Views
104
Nov 8, 2021
mbbx5va2
M
A
VRM Credit Risk Chapter 6
alexwallace
Nov 3, 2021
Replies
3
Views
134
Nov 4, 2021
David Harper CFA FRM
M
Taylor series approximation - why does it overstate a long call/put option VaR?
Mezzala95
Nov 2, 2021
Replies
2
Views
148
Nov 4, 2021
Mezzala95
M
A
5% VaR of Normal P/L
alexwallace
Oct 31, 2021
Replies
2
Views
127
Oct 31, 2021
alexwallace
A
A
Delta neutral portfolio and arbitrage
Alberto
Oct 6, 2021
Replies
1
Views
194
Oct 7, 2021
lushukai
D
Distribution of rates of return Chapter 15 Black Scholes
DenisAmbrosov
Oct 4, 2021
Replies
1
Views
165
Oct 4, 2021
lushukai
M
Option greeks
Mezzala95
Sep 28, 2021
Replies
1
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184
Sep 28, 2021
lushukai
A
Replicating Portfolio, Tuckman Table 1.5
arpitasaraswat
Apr 8, 2019
Replies
8
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2K
Aug 19, 2021
David Harper CFA FRM
D
Chapter 1 Measure of financial risk
DenisAmbrosov
Aug 7, 2021
Replies
10
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361
Aug 9, 2021
David Harper CFA FRM
A
Price of shares post issue of warrants P1 T4 Ch15
aditydev1997
Aug 2, 2021
Replies
4
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207
Aug 3, 2021
lushukai
J
VaR Calculation
jihan w
Jun 15, 2021
Replies
9
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729
Jul 28, 2021
Eyram
E
B
N(d1)
bass
Jul 22, 2021
Replies
7
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283
Jul 23, 2021
Torsleno
T
S
Difference between DV01 and Duration
sudeepdoon
Jul 28, 2009
Replies
6
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100K
Jul 14, 2021
David Harper CFA FRM
A
Key Rate '01
Akriti1
Jun 25, 2021
Replies
1
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288
Jun 27, 2021
David Harper CFA FRM
D
GARP textbook Ch 13 - Key rate Q13.17
daisypm
Jun 6, 2021
Replies
1
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266
Jun 6, 2021
David Harper CFA FRM
D
GARP textbook Ch 16 - Greeks
daisypm
Jun 2, 2021
Replies
0
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225
Jun 2, 2021
daisypm
D
S
Calculating portfolio VaR after adding an option
sydneystudent411
May 19, 2021
Replies
0
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234
May 19, 2021
sydneystudent411
S
L
GARP.FRM.PQ.P1
GARP P1 Question 37 - dynamic delta hedge
liyi1989
May 15, 2021
Replies
2
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488
May 17, 2021
liyi1989
L
L
Convexity effect
librosdeholanda
May 8, 2021
Replies
1
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254
May 8, 2021
David Harper CFA FRM
P
Mapping options (Jorion)
PJAYAKUMAR
Apr 27, 2021
Replies
2
Views
215
May 1, 2021
PJAYAKUMAR
P
U
Determination of N(d1) and N(d2)
Uolless
Apr 27, 2021
Replies
1
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565
Apr 27, 2021
David Harper CFA FRM
A
How to relate scenario analysis by ES
aimjo
Apr 24, 2021
Replies
1
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243
Apr 26, 2021
Nicole Seaman
P
About Scenario Analysis
Phoebe
May 1, 2012
Replies
2
Views
860
Apr 24, 2021
aimjo
A
G
Fat Tail Query
govigovi
Apr 18, 2021
Replies
1
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349
Apr 18, 2021
nc27
N
T
VaR & ES
Tingarii
Apr 14, 2021
Replies
0
Views
248
Apr 14, 2021
Tingarii
T
F
EP1.T4.Explain why VaR is not a coherent risk measure
fleurlys
Mar 8, 2021
Replies
1
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275
Mar 8, 2021
RajivBoolell
R
Binomial Tree American Put example
Eustice_Langham
Mar 6, 2021
Replies
0
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186
Mar 6, 2021
Eustice_Langham
P
Question about Binomial Trees
Pandeyg
Feb 21, 2021
Replies
1
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323
Feb 22, 2021
David Harper CFA FRM
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