Excel
02 Dec 2008
Archives By Date
Peruse all Bionic Turtle articles by date! They are in reverse chronological order, so the latest articles are at the top. If you can't find it here, please use the Search Box on the upper right hand corner of this container, beside the Premium tab.
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2008
August
06 Expected value of multivariate probability distribution (Quant: Stat)
05 Diversified VaR of Bond Portfolio – 9 min screencast
05 Expected value (Quant: Stat)
05 Univariate versus multivariate (Quant: Stat)
04 New OpRisk learning spreadsheets
04 Probability functions: PMF vs. PDF vs. CDF (Quant: Stat)
04 Bayes’ Theorem (Quant: Stat)
01 Un-diversified bond portfolio VaR – 9 min screencast
01 Empirical probability (Quant: Stat)
01 Continuous versus discrete random variables (Quant: Stat)
July
31 Bond price returns VaR as bond risk - 8 min screencast
31 Specify & test an econometric model (Quant: Econometrics)
31 Different data types (Quant: Econometrics)
30 Mapping a fixed income portfolio (Intro VaR Mapping) – 8 min screencast
30 What is econometrics? (Quant: Econometrics)
28 FRM 2008 Episode #10: Operational Risk A (OpRisk A)
26 Five new worksheets (operational risk)
25 Credit default swap (CDS) spread determinants (academic papers)
25 Monte Carlo Simulation (GBM) – 9 min screencast
24 Daylight overdraft (FRM in the news)
24 Parametric versus empirical distribution – 8 min screencast
23 Proposed update to Basel II market risk (FRM in the news)
23 Value at Risk (VaR): Hybrid Approach – 8 min screencast
22 Default correlation is the weakest link in credit risk transfer markets (BIS working paper)
22 Value at risk (VaR): Historical Simulation, Portfolio – 6 min screencast
21 Historical simulation approach to value at risk (VaR) – 9 min screencast
17 Parametric value at risk (VaR): Pros and cons – 9 min screencast
16 Contractually promised gross loan return
16 Three approaches to value at risk (VaR) – 6 min screencast
14 FRM 2008 Episode #9: Credit C (Credit Derivatives)
12 Key rate shift technique – 9 min screencast
11 Key rate duration – 9 min screencast
10 BIS on structured finance (FRM AIMs in the news)
10 Key rate shift: Concept – 6 min screencast
09 CDS Index tranches (FRM AIMs in the news)
09 Difference between spot curve, forward curve, and yield to maturity (YTM) – 7 min screencast
08 Credit Rating Agencies (FRM AIM in the news)
08 Impact of maturity on bond return – 8 min screencast
07 Sub-additive property of risk measure (paper)
07 Effect of maturity on bond price – 7 min screencast
03 BIS on Foreign Exchange (FRM AIMs in the news)
02 Interest rate parity is applied cost of carry model
01 How to think about securitization
June
30 FRM 2008 Episode #8: Credit B (Counterparty risk & securitization)
28 Vasicek is a simple, handy one-factor model for interest rate process
25 Capital allocation to business units (paper)