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FRM® Practice Questions (PQs; for PAID customers)
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P2.T5. Market Risk
Practice questions for Market Risk Measurement & Management
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L2.T5.52 Mortgage prepayment behavior (Tuckman)
David Harper CFA FRM
Aug 17, 2010
Replies
4
Views
133
Feb 4, 2014
David Harper CFA FRM
L2.T5.51 Mortgage prepayment dynamics (Tuckman)
David Harper CFA FRM
Aug 17, 2010
Replies
6
Views
192
Jan 6, 2021
David Harper CFA FRM
L2.T5.50 Mortgage prepayment triggers (Tuckman)
David Harper CFA FRM
Aug 16, 2010
Replies
5
Views
152
Feb 4, 2014
David Harper CFA FRM
L2.T5.49. Embedded mortgage option (Tuckman)
David Harper CFA FRM
Aug 13, 2010
Replies
3
Views
180
Aug 17, 2010
srinu2singaraju
S
L2.T5.48 Mortgage principal and interest (Tuckman)
David Harper CFA FRM
Aug 12, 2010
Replies
2
Views
128
Nov 5, 2019
David Harper CFA FRM
L2.T5.47 Mortgages (Tuckman)
David Harper CFA FRM
Aug 11, 2010
Replies
1
Views
100
Feb 3, 2014
Success2014
S
L2.T5.46 BSM applied to bond valuation (Tuckman)
David Harper CFA FRM
Aug 11, 2010
Replies
6
Views
417
Apr 10, 2019
yuwaising
Y
L2.T5.45 Multi-period interest rate tree (Tuckman)
David Harper CFA FRM
Aug 9, 2010
2
Replies
30
Views
1K
Jul 16, 2023
PProd3209
P
L2.T5.44 Pricing a constant maturity swap (CMS) (Tuckman)
David Harper CFA FRM
Aug 6, 2010
2
Replies
26
Views
1K
Jul 13, 2024
Nicole Seaman
L2.T5.43 Multi-period binomial interest rate tree (Tuckman)
David Harper CFA FRM
Aug 4, 2010
2
Replies
39
Views
2K
Today at 2:53 AM
mbbx5va2
M
L2.T5.42 Risk-neutral drift (Tuckman)
David Harper CFA FRM
Aug 4, 2010
2
Replies
28
Views
1K
Jan 14, 2023
Lu Shu Kai FRM
L2.T5.41 Risk-neutral derivative pricing (Tuckman)
David Harper CFA FRM
Aug 3, 2010
2
3
Replies
50
Views
2K
Oct 8, 2024
AUola2165
A
L2.T5.40 Replicating callable bond (Tuckman)
David Harper CFA FRM
Aug 2, 2010
2
3
4
Replies
66
Views
4K
Oct 7, 2024
Nicole Seaman
L2.T5.39 Key rate volatility (Tuckman)
David Harper CFA FRM
Jul 29, 2010
Replies
10
Views
397
Sep 29, 2016
David Harper CFA FRM
L2.T5.38 Bucket shift (Tuckman)
David Harper CFA FRM
Jul 29, 2010
Replies
3
Views
133
May 3, 2023
OSadi5301
O
L2.T5.37 Key rate immunization (Tuckman)
David Harper CFA FRM
Jul 27, 2010
Replies
1
Views
108
Apr 11, 2015
Rolme
R
L2.T5.36. Key rate shift selection (Tuckman)
David Harper CFA FRM
Jul 27, 2010
Replies
4
Views
155
Sep 28, 2012
[email protected]
S
L2.T5.35 Key rate hedge (Tuckman)
David Harper CFA FRM
Jul 22, 2010
Replies
7
Views
303
Oct 7, 2013
David Harper CFA FRM
L2.T5.34 Key rate hedge (Tuckman)
David Harper CFA FRM
Jul 20, 2010
Replies
9
Views
202
Apr 15, 2017
javierazores
J
L2.T5.33 Key rate 01 & key rate duration (Tuckman)
David Harper CFA FRM
Jul 20, 2010
Replies
10
Views
261
Apr 2, 2024
kc
K
L2.T5.32. Key rate shift intro (Tuckman)
David Harper CFA FRM
Jul 19, 2010
Replies
5
Views
153
Mar 22, 2023
YCHEN7458
Y
L2.T5.31 Hedging with bullet versus barbell (Tuckman)
David Harper CFA FRM
Jul 19, 2010
Replies
13
Views
552
Aug 27, 2019
David Harper CFA FRM
L2.T5.30. Barbell convexity (Tuckman)
David Harper CFA FRM
Jul 16, 2010
Replies
13
Views
255
Jul 16, 2019
David Harper CFA FRM
L2.T5.29 Convexity (Tuckman)
David Harper CFA FRM
Jul 15, 2010
Replies
6
Views
272
Nov 17, 2011
David Harper CFA FRM
L2.T5.28 DV01 duration and price effects (Tuckman)
David Harper CFA FRM
Jul 15, 2010
Replies
6
Views
372
Aug 17, 2017
David Harper CFA FRM
L2.T5.27 Coupon, maturity, & yield impacts on duration (Tuckman)
David Harper CFA FRM
Jul 14, 2010
Replies
14
Views
305
Apr 6, 2024
JMaed4250
J
L2.T5.26 Par & Perpetuity duration (Tuckman)
David Harper CFA FRM
Jul 13, 2010
Replies
14
Views
392
Dec 31, 2018
gargi.adhikari
G
L2.T5.25 Duration (Tuckman)
David Harper CFA FRM
Jul 12, 2010
Replies
17
Views
579
Oct 26, 2018
David Harper CFA FRM
L2.T5.24 Parallel yield curve shifts (Tuckman)
David Harper CFA FRM
Jul 8, 2010
Replies
5
Views
254
Mar 17, 2018
QuantMan2318
L2.T5.23 Static option replication (Hull)
David Harper CFA FRM
Jul 8, 2010
Replies
5
Views
148
Aug 23, 2013
David Harper CFA FRM
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