Search results

Great!! Thanks, Shannon

Thank you. And now for the second part of my question: are there any particular sections of the document that we can completely skip? Shannon

I was looking through some of the free readings from the GARP website. One of them was a 350 page document. Are we really supposed to read the entire thing? Then there is another 120 page document on modelling risk aggregation. I know this is supposed to be an intense exam but that seems a...

It is! Thank you, Shannon

Hello, I am reading Dowd right now. He seems to normalize everything without actually stating that he does so and this seems like a really strange thing to do, especially when discussing a non-parametric approach. For instance, figure 4.1 shows a histogram for a historical sim that is...

Hello, I noticed that there are no Market Risk questions from 2011. Are the 2010 ones from the repeated readings (Hull, Tuckman, Dowd, Jorion) the questions we should use while studying for the 2012 exam? Will sheets of questions from the new readings (Fabozzi, Veronesi) be posted at all or...