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Valuation & Risk Models (15% F, 30% L1)
	Topic Title	Replies	Views	Latest Post Info
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	Expected - / Unexpected Loss and Economic Capital Author: RomanS	2	608	Posted: 05-18-2010 07:55 AM Author: RomanS
	Option Adjusted Spread Risk Author: Rahul G	3	1051	Posted: 05-07-2010 04:55 AM Author: frm_daniel
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	Var for two asset portfolio using volatility Author: Sudeep	12	1699	Posted: 04-09-2010 07:36 PM Author: David Harper, CFA, FRM, CIPM
	construct portfolio optimization using CVaR, Conditional Value at Risk Author: zigzag	1	515	Posted: 04-07-2010 11:51 AM Author: David Harper, CFA, FRM, CIPM
	Scenario Analysis Author: frm_daniel	0	248	Posted: 03-19-2010 06:35 AM Author: frm_daniel
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	BLACK SCHOLES MODEL Author: scorpiomanoj	2	594	Posted: 02-27-2010 12:05 PM Author: scorpiomanoj
	Dynamic Asset Allocation and constant portfolio volatility Author: Fractal	0	449	Posted: 02-14-2010 05:39 AM Author: Fractal
	Monte Carlo and GBM Author: Jack w.	17	2454	Posted: 11-19-2009 06:34 PM Author: David Harper, CFA, FRM, CIPM
	Lower Bound of Euopean Currency Put Author: chunleeng	1	549	Posted: 11-17-2009 12:16 PM Author: David Harper, CFA, FRM, CIPM
	3 Step Binomial Model (2004 FRM exam) Author: chunleeng	1	676	Posted: 11-17-2009 11:10 AM Author: David Harper, CFA, FRM, CIPM
	Currency Var - How to solve Author: notjusttp	2	622	Posted: 11-16-2009 05:16 PM Author: notjusttp
	expected loss Author: darshang3	3	612	Posted: 11-15-2009 08:27 PM Author: David Harper, CFA, FRM, CIPM
	2009 FRM Level 1 PRACTICE EXAM - Q 22 Author: notjusttp	2	787	Posted: 11-15-2009 11:10 AM Author: notjusttp
	Question Author: darshang3	1	384	Posted: 11-15-2009 10:27 AM Author: David Harper, CFA, FRM, CIPM
	Transition Matrix. Author: darshang3	1	384	Posted: 11-15-2009 05:59 AM Author: darshang3
	Binomial tree Author: darshang3	3	785	Posted: 11-14-2009 11:47 AM Author: David Harper, CFA, FRM, CIPM