profit/loss
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P1.T3.22.23. Option market basics
Learning objectives: Describe the various types and uses of options, define moneyness. Explain the payoff function and calculate the profit and loss from an options position. Explain the specification of exchange-traded stock option contracts, including that of nonstandard products. Questions...- Nicole Seaman
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- exchange-traded-stock- option moneyness nonstandard-products payoff-function profit/loss
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- Forum: FRM® Practice Questions
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P2.T5.22.1 Basic historical simulation value at risk (HS VaR), lognormal VaR, and expected shortfall (ES)
Learning objectives: Estimate VaR using a historical simulation approach. Estimate VaR using a parametric approach for both normal and lognormal return distributions. Estimate the expected shortfall given profit and loss (P/L) or return data. Questions: 22.1.1. Peter has collected the daily...- David Harper CFA FRM
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- basic-historical-simulation expected-shortfall lognormal-return-distributions normal-return-distributions parametric-approach profit/loss return-data
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- Forum: FRM® Practice Questions