Search results

The exam was similar to GARP mock tests, but harder. Some questions applied the GARP mock exam answers directly (i.e., if return follow Garch(1,1) multiplying sqrt(day) for longer-term VaR would overestimate risk ; if return have jump process —> underestimate risk). Quantitative ones can be...

Can you suggest sources/link for mock exam of FRM part 2? (I have Garp practice exams 2019 - 2022 but they all seem to be the same.)

I purchased FRM part II course (Advance) which also includes intructional video. In this section, I found that only 3-4 instructional videos are available, which might cover only less than 10% of the whole scope. Just want to confirm if I miss anythig? as I expect to have more instructional...