I am sure this has been addressed before but I have searched everywhere and really couldnt find the exact answer I am looking for.
I just started the Quant book, from GARP, and by page 20 I am already pretty lost. I understand the basic concepts covered up to that point (probability...
Here I make a checklist for getting into Stochastic Calculus.. After consulting my bro who is Math Ph.d this required reading is what a person who want to understand stochastic calculus
1. Precalculus Mathematics in a Nutshell- Geometry, Algebra and Trignometry by George F. Simmons
Please, could you help me with this question?
Suppose returns are uncorrelated over time. You're given that the volatility over two days is 1,2%. What is the volatility over 20 days?
How could I calculate the volatility over 20 days?
I am working on EVT, using the POT method, I got the various parameters (shape, scale, threshold and the number of excedances)
I need to identify the serie of excedances. POT provided only the number of observations that exceed the threshold u (In this example, I have 298...
I've noticed that there are several chapters in the FRM 2015 Quantitative Analysis handbook which I can't find study notes for in the Quantitative Analysis section of the Study Planner. Will these be added soon?
6: Correlations and Copulas (Risk Management and Financial...
Here is an updated list of resources that we have compiled to help those who need some help learning the basic math concepts for the FRM exam and for those who just need a refresher :) Please feel free to add any other resources that you have found helpful!!
General (covers all areas)