Financial Risk Manager Handbook is the definitive book for risk management ... Continue reading
FRM Part 1
Books for FRM Part 1 Exam …
The Financial Risk Manager (FRM) Exam is a rigorous exam and tests your ... Continue reading
Cross Hedging Commodities …
There are cases where it is not possible to find futures contracts on a ... Continue reading
Define and Compute a Commodity Spread …
A spread position is one where trading takes places on many contracts on the ... Continue reading
Strip Hedge and Stack Hedge in Commoditi …
The concept of hedging in commodities markets is the same as in the ... Continue reading
Equilibrium Formula for Pricing Commodit …
The forward price of a commodity is calculated much along the lines of that ... Continue reading
Carry Markets and Forward Prices …
A commodity is said to be in carry when it is being stored rather than ... Continue reading
Basis Risk in Commodities Hedging …
The concept of basis risk in the commodities markets is similar to basis ... Continue reading
Factors Affecting Commodity Market Price …
Cash prices are derived from the futures markets by removing the effect of ... Continue reading
Basic Commodity Terminology …
Market Characteristics Commodities have specific features that distinguish ... Continue reading
Yield Curve Risk …
We know that the bond prices are sensitive to changes in interest rates. ... Continue reading
Best Linear Unbiased Estimator (B.L.U.E. …
The Need There are several issues when trying to find the Minimum ... Continue reading
Linear Combinations of Random Variables …
The joint distribution of a particular pair of linear combinations of random ... Continue reading
Independent and Identically Distributed …
Definition I.I.D’s or independent and identically distributed variables are ... Continue reading
Interpretation of Skewness, Kurtosis, Co …
Kurtosis It indicates the extent to which the values of the variable fall ... Continue reading
Bayes Theorem – Calculating Conditiona …
The Situation The field of science attempts to answer the following ... Continue reading
Properties of Log-Normal Distribution …
Definition If the logarithm to the power of the variable x is normally ... Continue reading
Paramteric vs Non-Parametric Distributio …
Definitions Parametric Distribution: A parametric distribution is used in ... Continue reading
Properties of Normal Distribution …
Definition It is one of the most important continuous probability ... Continue reading
Properties of Bernoulli Distribution …
Definition The Bernoulli distribution is a discrete probability ... Continue reading