Question about Bionic Turtle's 2009 FRM Program
07 Jan 2009
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
June
24 Beta distribution for credit recovery
24 Asian option – 7 min screencast
23 Lookback option – 3.5 min screencast
20 Practical toolkit for term structure estimation (Paper & XLS software)
20 Barrier options – 4 min screencast
19 Compound option (exotics) – 4 minute screencast
18 Intro Stochastic Toolkit for Risk Management (Paper)
18 Risk neutral valuation – 9 min screencast
17 Delta neutral hedge is insufficient – 7 minute screencast
16 FRM 2008 Episode #7: Credit A (Credit Risk Intro)
13 New learning spreadsheets uploaded
12 Black-Scholes versus Binomial option pricing model – 6 min screencast
11 Highlights from BIS quarterly review (learning objectives in the news)
11 Two step binomial – 9 min screencast
10 Loan sales and growing role of institutional investors (academic paper)
10 Operational loss dependencies (Academic Paper)
10 Ambiguous Expected Return – 7 min screencast
05 Eurodollar future convexity adjustment
05 Eurodollar futures convexity adjustment – Practice question (Par 4 difficulty)
05 One step binomial – 7 min screencast
04 Interest rate parity – Practice question (Par 3+ difficulty)
04 Looking for less risk? Try hedge funds that use derivatives (academic paper)
04 Option Greeks – 7 min screencast
03 Stress testing (five questions)
03 Stock option delta – 7 min screencast
02 FRM 2008 Episode #6: Market C (VaR, Fx, CFaR)
May
30 Forward rates (FRM building block)
30 Black Scholes Merton - 8 min screencast
29 Put call parity - Practice question (Par 4 difficulty)
29 Intuition behind Black-Scholes Merton - 6 min screencast
28 Sharpe ratio beats the newcomers - FRM learning objectives "in the news"
28 Translating value at risk (VaR) - Reader question
27 Duration metrics summarized in easy worksheet
27 Put call parity - 7 min. screencast
26 Interest rate swap as sequence of FRAs - Practice Question (Par 4 difficulty)
26 Basel II in the United States (FRM "in the news")
26 Currency swap - 5 min. screencast
23 Correlations in Basel II IRB (Learning Objective "in the news")
23 Premium bond, duration and DV01 - Practice Question (Par 4)
23 Interest rate parity - 9 min. screencast
22 Hedging an equity portfolio - Practice question (Par 3+)
22 Valuation of interest rate swap - 9 min screencast
21 Hedging jet fuel costs - Practice question (Par 3+ difficulty)
21 Plain vanilla interest rate swap - 7 min. screencast
20 Duration (and DV01) vs. Maturity
20 Implied Forward Rate (Discrete or Continuous) - 8 min screencast
19 FRM 2008 Episode #5: Market B (Fixed Income)
16 DV01 - Practice Question (Par 4)
16 Accrued Interest (clean vs. dirty price) - 8 min screencast