Brownian Motion

[Carlos Madrid]

Hello, I ve been reviewing some exams from 2011 and there are some questions related to Brownian Motion. I have not seen any info about it while reading the books.

Is it possible that Brownian Motion is out of scope for the FRM I 2016 exam?

Thank you very much in advance

Regards, Carlos

 

[Nicole Seaman]

Hello, I ve been reviewing some exams from 2011 and there are some questions related to Brownian Motion. I have not seen any info about it while reading the books.

Is it possible that Brownian Motion is out of scope for the FRM I 2016 exam?

Thank you very much in advance

Regards, Carlos

Hello @cmg1987

Yes, the Brownian Motion, which was under Jorion, Chapter 12, was removed from the curriculum in 2014. When going through the older practice exams, it is important that you make sure to reference the current curriculum. You can view the changes that have been made in the curriculum here in our spreadsheet analysis: https://forum.bionicturtle.com/threads/2015-2016-curriculum-change-analysis.9173/.

Thank you,

Nicole

 

[Carlos Madrid]

Good to know! Thanks a lot Nicole