Financial Risk Manager Handbook is the definitive book for risk management ... Continue reading
FRM Exam
FRM Pass Rate and Grading …
What’s the FRM Exam Pass Rate and how are you graded? In May 2014, the ... Continue reading
ERP vs. FRM Exam …
Question: I know ERP and FRM are two different certifications, but I ... Continue reading
CFA Vs. FRM: Which Designation is Right …
This is one of the most commonly debated questions among students who have ... Continue reading
FRM Exam Study Plan in Excel …
FRM is a difficult exam with a huge list of readings prescribed by GARP. FRM ... Continue reading
Key Dimensions that Characterize Accepta …
Organizing the rules of data quality into dimensions not only improves the ... Continue reading
Risk Taking: A Corporate Governance Pers …
This reading is a part of the syllabus for FRM Part 1 Exam in the section ... Continue reading
Standard Error in Linear Regression …
A simple (two-variable) regression has three standard errors: one for each ... Continue reading
Type I and Type II Errors …
When drawing an inference (from a sample statistic, about a population ... Continue reading
Bootstrapping Value at Risk (VaR) …
This is an illustration, using a simple portfolio of four stocks over one ... Continue reading
Extreme Value Theory …
Extreme value theory (EVT) aims to remedy a deficiency with value at risk ... Continue reading
How to Scale Autocorrelated Returns? …
We know that the square root rule can be used to scale volatility with time. ... Continue reading
How to Forecast Volatility Using GARCH ( …
This video discusses how to use GARCH(1,1) to forecast future volatility. ... Continue reading
Using GARCH (1,1) Approach to Estimate V …
This video provides an introduction to the GARCH approach to estimating ... Continue reading
Volatility: Exponentially Weighted Movin …
The EWMA approach to volatility is an improvement over simple volatility ... Continue reading
Volatility: Moving Average Approaches …
Within stochastic volatility, moving average is the simplest approach. It ... Continue reading
Using Excel’s Goal Seek Function t …
In this video, you will learn how to estimate implied volatility. Using the ... Continue reading
Approaches to Estimating Volatility …
There are lots of ways to estimate volatility. This video provides you an ... Continue reading
How to Calculate Historical Volatility …
This video illustrates how to calculate the historical volatility (moving ... Continue reading
Compute Bond Price with Zero (Spot) Rate …
This video demonstrates how to compute the theoretical price of a coupon ... Continue reading