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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 2021/2022 Study Materials P1.T4. Valuation & Risk Models
Nicole Seaman
Jan 22, 2021
Replies
7
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2K
Sep 6, 2022
NStha8467
A
GARP P1.T3 Textbook exercise 19.18
AMell6522
Aug 21, 2022
Replies
0
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128
Aug 21, 2022
AMell6522
A
L
P1.T1 UL standard deviation EL
LHame6429
Jul 18, 2022
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0
Views
203
Jul 18, 2022
LHame6429
L
B
P1.T4.16 Tuckman :hedging given DV01 or effective duration
BawBawBaw
Jan 29, 2015
Replies
5
Views
1K
Jun 8, 2022
Sahil1999
H
Delta of an option with dividend given N(d1)
hsuwang
Oct 18, 2009
Replies
5
Views
1K
May 19, 2022
David Harper CFA FRM
Twenty new learning XLS
David Harper CFA FRM
Jun 28, 2009
Replies
2
Views
3K
Apr 29, 2022
David Harper CFA FRM
A
GARP.FRM.PQ.P1
Unexpected loss formula decipher
aimjo
Jul 26, 2018
Replies
5
Views
2K
Feb 2, 2022
bollengc
M
The value of a 1.5-year, 6 percent semiannual coupon, $100 par value bond
marshmallow
Nov 18, 2021
Replies
2
Views
473
Nov 18, 2021
David Harper CFA FRM
T
VaR and ES
txakama
Nov 13, 2021
Replies
1
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381
Nov 17, 2021
lushukai
M
Per 100 FV question
mbbx5va2
Nov 8, 2021
Replies
2
Views
355
Nov 8, 2021
mbbx5va2
M
A
VRM Credit Risk Chapter 6
alexwallace
Nov 3, 2021
Replies
3
Views
380
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
398
Nov 4, 2021
Mezzala95
M
A
5% VaR of Normal P/L
alexwallace
Oct 31, 2021
Replies
2
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329
Oct 31, 2021
alexwallace
A
A
Delta neutral portfolio and arbitrage
Alberto
Oct 6, 2021
Replies
1
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442
Oct 7, 2021
lushukai
D
Distribution of rates of return Chapter 15 Black Scholes
DenisAmbrosov
Oct 4, 2021
Replies
1
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346
Oct 4, 2021
lushukai
M
Option greeks
Mezzala95
Sep 28, 2021
Replies
1
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429
Sep 28, 2021
lushukai
A
Replicating Portfolio, Tuckman Table 1.5
arpitasaraswat
Apr 8, 2019
Replies
8
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3K
Aug 19, 2021
David Harper CFA FRM
D
Chapter 1 Measure of financial risk
DenisAmbrosov
Aug 7, 2021
Replies
10
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765
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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418
Aug 3, 2021
lushukai
J
VaR Calculation
jihan w
Jun 15, 2021
Replies
9
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1K
Jul 28, 2021
Eyram
E
B
N(d1)
bass
Jul 22, 2021
Replies
7
Views
778
Jul 23, 2021
Torsleno
T
S
Difference between DV01 and Duration
sudeepdoon
Jul 28, 2009
Replies
6
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103K
Jul 14, 2021
David Harper CFA FRM
A
Key Rate '01
Akriti1
Jun 25, 2021
Replies
1
Views
568
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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592
Jun 6, 2021
David Harper CFA FRM
D
GARP textbook Ch 16 - Greeks
daisypm
Jun 2, 2021
Replies
0
Views
491
Jun 2, 2021
daisypm
D
S
Calculating portfolio VaR after adding an option
sydneystudent411
May 19, 2021
Replies
0
Views
607
May 19, 2021
sydneystudent411
S
L
GARP.FRM.PQ.P1
GARP P1 Question 37 - dynamic delta hedge
liyi1989
May 15, 2021
Replies
2
Views
861
May 17, 2021
liyi1989
L
L
Convexity effect
librosdeholanda
May 8, 2021
Replies
1
Views
511
May 8, 2021
David Harper CFA FRM
P
Mapping options (Jorion)
PJAYAKUMAR
Apr 27, 2021
Replies
2
Views
441
May 1, 2021
PJAYAKUMAR
P
U
Determination of N(d1) and N(d2)
Uolless
Apr 27, 2021
Replies
1
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1K
Apr 27, 2021
David Harper CFA FRM
A
How to relate scenario analysis by ES
aimjo
Apr 24, 2021
Replies
1
Views
637
Apr 26, 2021
Nicole Seaman
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