IMPORTANT 2024 Part 2 New and Updated Published Materials

[Nicole Seaman]

Credit Risk Measurement & Management

CR-11 & CR22: Malz, Chapters 8 & 9

• Updated Learning Spreadsheet published 10/01/24

CR-5 & CR-6: Doumpos et al., Analytical Techniques in the Assessment of Credit Risk, Chapters 1 & 2

• New Learning Spreadsheet published 10/03/24

 

[Nicole Seaman]

Credit Risk Measurement & Management

CR-11 & CR22: Malz, Chapters 8 & 9

• New Ch.9 Instructional Video published 10/03/24

CR-12 & CR-13: Hull, Options, Futures & Other Derivatives Chapters 24 & 25

• New Instructional Videos published 10/03/24

 

[Nicole Seaman]

Market Risk Measurement & Management

MR-4 & MR-5: Jorion, Chapters 6 & 11

• Updated Learning Spreadsheet published 10/21/24

MR-10 to MR-14: Tuckman Income Securities

• Chapter 6: Empirical Approaches to Risk Metrics and Hedging
  
  • New Learning Spreadsheet published 10/21/24
• Chapter 7: The Science of Term Structure Models
  
  • Updated Learning Spreadsheet to be published 10/22/24
• Chapter 8: Evolution of Short Rates & Shape of the Term Structure
  
  • Updated Learning Spreadsheet published 10/21/24
• Chapter 9: The Art of Term Structure Models: Drift
  
  • Updated Learning Spreadsheet to be published 10/22/24
• Chapter 10: The Art of Term Structure Models: Volatility and Distribution
  
  • Updated Learning Spreadsheet published 10/21/24