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Financial Risk Manager® (FRM). Free resource
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P1.T4. Valuation & Risk Models (30%)
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H
EWMA model
hsmirror
Aug 6, 2020
Replies
3
Views
1K
Aug 7, 2020
David Harper CFA FRM
R
Key rates defined in terms of par yields infer the hedge position
rohinjain
Jun 24, 2020
Replies
2
Views
2K
Jun 25, 2020
rohinjain
R
Hedging Non-Parallel Term Structure Shifts
Eustice_Langham
Jun 16, 2020
Replies
2
Views
2K
Jun 18, 2020
Eustice_Langham
N
Bond price vs Forward Rate
nag_san
Apr 20, 2020
Replies
3
Views
2K
Apr 20, 2020
David Harper CFA FRM
N
VaR for Equally likely outcomes
nag_san
Apr 9, 2020
Replies
2
Views
1K
Apr 9, 2020
nag_san
N
W
ch3. measuring and monitoring volatility
wooju7533
Feb 25, 2020
Replies
3
Views
2K
Mar 30, 2020
Nicole Seaman
O
unconditional default probabilities
owias
Mar 27, 2020
Replies
0
Views
802
Mar 27, 2020
owias
O
The Coupon Effect
Eustice_Langham
Mar 16, 2020
Replies
2
Views
3K
Mar 17, 2020
Eustice_Langham
M
How to set a stoploss
Maxim Rastorguev
Jan 27, 2020
Replies
0
Views
747
Jan 27, 2020
Maxim Rastorguev
M
Structural Monte Carlo
afterworkguinness
Sep 12, 2013
Replies
7
Views
3K
Jan 20, 2020
David Harper CFA FRM
D
Most commonly used market risk models in financial institutions
delalma
Dec 9, 2019
Replies
0
Views
908
Dec 9, 2019
delalma
D
G
Delta Neutralisation of a portfolio
Guest 61086
Nov 13, 2019
Replies
14
Views
2K
Nov 14, 2019
Detective
D
D
Covariance matrix size in delta normal VaR
delalma
Nov 14, 2019
Replies
0
Views
697
Nov 14, 2019
delalma
D
H
Historical Simulation
hateeque
Nov 12, 2019
Replies
5
Views
1K
Nov 12, 2019
Nicole Seaman
H
Computing delta of an ATM call using N(d1)
hateeque
Nov 10, 2019
Replies
1
Views
1K
Nov 10, 2019
David Harper CFA FRM
N
Calculation of macaulay duration and Modified duration
nickkl
Nov 6, 2019
Replies
3
Views
2K
Nov 7, 2019
nickkl
N
Calculate the bond price using forward rates/Par rate
mastvikas
Mar 26, 2013
Replies
7
Views
14K
Nov 4, 2019
vasan_mnm
V
T
Risk-neutral probability
ttezcan
May 8, 2013
Replies
4
Views
3K
Oct 26, 2019
David Harper CFA FRM
G
Portfolio's Annual Value at Risk (VAR) at a 5 percent probability level
goodyhi11
Sep 18, 2019
Replies
4
Views
1K
Sep 18, 2019
David Harper CFA FRM
Interpolating VaR by the hybrid method. Why create a false entry? (Allen)
Sixcarbs
Sep 17, 2019
Replies
11
Views
2K
Sep 18, 2019
David Harper CFA FRM
L
CALCULATE LOSS RATE
Lasberm
Aug 23, 2019
Replies
5
Views
1K
Aug 28, 2019
David Harper CFA FRM
G
BSM Model d1 and d2 and finding applicable z score
Guest 61086
Aug 24, 2019
Replies
3
Views
2K
Aug 24, 2019
Guest 61086
G
G
Two step binomial model
Guest 61086
Aug 24, 2019
Replies
3
Views
1K
Aug 24, 2019
Guest 61086
G
D
Girsanov's Theorem
danghara
Aug 8, 2019
Replies
4
Views
1K
Aug 10, 2019
ShaktiRathore
S
L
Stress testing and other risk management tools
lowhueyyi
Aug 9, 2019
Replies
3
Views
1K
Aug 9, 2019
David Harper CFA FRM
M
Expected and unexpected losses:a practical case
Maxim Rastorguev
Jul 19, 2019
Replies
0
Views
645
Jul 19, 2019
Maxim Rastorguev
M
S
Normal IV vs. Log-normal IV
Shan Pet
Jun 26, 2019
Replies
4
Views
6K
Jun 27, 2019
Shan Pet
S
A
Vol swaps versus variance swaps
akrushn2
Jun 25, 2019
Replies
0
Views
777
Jun 25, 2019
akrushn2
A
C
Key rates
ChristofferLoov
Jun 22, 2019
Replies
2
Views
2K
Jun 23, 2019
ChristofferLoov
C
M
Hull: binominal trees learning spreadsheet
Maxim Rastorguev
May 30, 2019
Replies
8
Views
1K
Jun 1, 2019
Maxim Rastorguev
M
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