Recent content by Carlos Madrid

  1. Carlos Madrid

    Errors Found in Study Materials P2.T6. Credit Risk (OLD thread)

    Not an error, but i am not able to find [CR-13] Counterparty Risk Intermediation study notes. Is it available or just can not find it? Thank you in advance
  2. Carlos Madrid

    Errors Found in Study Materials P2.T6. Credit Risk (OLD thread)

    Hi, i do not know if this has been reported, but default correlation formula in page 19 is confusing: square root of pi2(1-pi2) should not be squared 2 times. regards
  3. Carlos Madrid

    Brownian Motion

    Good to know! Thanks a lot Nicole
  4. Carlos Madrid

    Brownian Motion

    Hello, I ve been reviewing some exams from 2011 and there are some questions related to Brownian Motion. I have not seen any info about it while reading the books. Is it possible that Brownian Motion is out of scope for the FRM I 2016 exam? Thank you very much in advance Regards, Carlos
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