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Hi, how can i know when you are gonna finish with all the notes from Foundations of Risk Management? Please i need the information because i have almost read all FoRM and i need some of the note from Lam, Tarantino, etc.

Maybe i should be more specific,but if you prepare just for the exam you won't be prepared for the reality, just to solve questions from a test.

Hi i have the next questions-reading about Chapter 2&3 de Allen: 1. Could you explain the difference between forward based and model based? adn why MA not model heavy tail? pg 11 2. In GARCH model, why it said unconditional heavy tails? 3.- What's the relationship between GBM-> BSM and MA...

Thanks a lot! It was a typo! :D When you checked after work it wasn't clear!

Hi In the part of the allen book: "Compare, contrast and calculate parametric and non-parametric approaches for estimating conditional volatility, including: HISTORICAL STANDARD DEVIATION" The part of : For example, assume the previous four daily returns for a stock are 6% (n-1), 5% (m-2), 4%...

Some to study the FRM 1??