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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 2023 Study Materials P1.T4. Valuation & Risk Models
Nicole Seaman
Mar 2, 2023
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983
Mar 2, 2023
Nicole Seaman
A
N(d1) option delta (Instructional Video: Option Sensitivity Measures: The “Greeks”)
AUola2165
Tuesday at 1:47 PM
Replies
3
Views
26
Yesterday at 1:34 PM
David Harper CFA FRM
A
P1.T4 "Valuation & Risk Model" EOC 13.14
AUola2165
Sep 6, 2023
Replies
2
Views
60
Sep 6, 2023
David Harper CFA FRM
A
P1.T4. EOC 12.6 and 12.9
AUola2165
Sep 5, 2023
Replies
1
Views
71
Sep 5, 2023
David Harper CFA FRM
A
P1.T4 "Valuation & Risk Model" EOC 10.14.
AUola2165
Aug 30, 2023
Replies
1
Views
90
Aug 31, 2023
David Harper CFA FRM
A
How to calculate ES (P1.T4.EOC 1.17 and P1.T4.EOC 2.5)
AUola2165
Aug 23, 2023
Replies
1
Views
106
Aug 24, 2023
David Harper CFA FRM
A
P1.T4 "Valuation & Risk Model" EOC 1.15.
AUola2165
Aug 24, 2023
Replies
0
Views
80
Aug 24, 2023
AUola2165
A
H
Duration - Convexity graph
HFlei5545
Mar 8, 2023
Replies
2
Views
291
Aug 16, 2023
HFlei5545
H
G
GARP.FRM.PQ.P1
Mean of a log-normal distribution
GBach8841
Jul 21, 2023
Replies
0
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150
Jul 21, 2023
GBach8841
G
Binomial Tree - Question
Eustice_Langham
Aug 6, 2020
Replies
9
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2K
Jul 18, 2023
TEkaz8632
T
R
Expected shortfall (ES) -- GARP's EOC Question 1.19
rajivbangalore25
Dec 8, 2020
Replies
3
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969
Jun 22, 2023
inderjeet.chandnani
K
Rationale for issuing zero coupon bonds
KBhat2826
Jun 1, 2023
Replies
5
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274
Jun 2, 2023
Sixcarbs
T
Square Root Rule with Mean Reversion & AutoCorrelation - VaR & Volatility
[email protected]
May 8, 2011
Replies
18
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17K
May 9, 2023
yLam4028
Y
Monotonicity
Sixcarbs
Sep 16, 2019
Replies
9
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2K
May 7, 2023
enjofaes
J
Pricing Bonds Between Coupon Dates
JAbdo9644
Mar 20, 2023
Replies
3
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333
Mar 21, 2023
David Harper CFA FRM
J
Treasury Yield Curve
JAbdo9644
Mar 19, 2023
Replies
2
Views
264
Mar 19, 2023
JAbdo9644
J
S
Difference between DV01 and Duration
sudeepdoon
Jul 28, 2009
Replies
8
Views
105K
Feb 20, 2023
David Harper CFA FRM
J
Comparing Rates Of Different Maturities
JMars7424
Jan 16, 2023
Replies
2
Views
304
Jan 17, 2023
David Harper CFA FRM
Locked
Course
Errors Found in 2021/2022 Study Materials P1.T4. Valuation & Risk Models
Nicole Seaman
Jan 22, 2021
Replies
7
Views
3K
Sep 6, 2022
NStha8467
A
GARP P1.T3 Textbook exercise 19.18
AMell6522
Aug 21, 2022
Replies
0
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405
Aug 21, 2022
AMell6522
A
L
P1.T1 UL standard deviation EL
LHame6429
Jul 18, 2022
Replies
0
Views
432
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
2K
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
3K
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
821
Nov 18, 2021
David Harper CFA FRM
T
VaR and ES
txakama
Nov 13, 2021
Replies
1
Views
616
Nov 17, 2021
Lu Shu Kai FRM
M
Per 100 FV question
mbbx5va2
Nov 8, 2021
Replies
2
Views
581
Nov 8, 2021
mbbx5va2
M
A
VRM Credit Risk Chapter 6
alexwallace
Nov 3, 2021
Replies
3
Views
641
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
667
Nov 4, 2021
Mezzala95
M
A
5% VaR of Normal P/L
alexwallace
Oct 31, 2021
Replies
2
Views
558
Oct 31, 2021
alexwallace
A
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