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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

May

15 Credit spread option - Practice question (Par 4 difficulty)

15 Compound Frequency - 9 min. screencast

14 Bond prices pulling to par - Practice question (Par 3)

14 How to use the BA II+ to price a bond and solve for yield - 8 min screencast

13 Gold Futures - Practice Question (Par 4 difficulty)

13 Forward rate agreement (FRA) - 9 min screencast

12 Lognormal Property of Stock Prices - Practice Question (Par 3 difficulty)

12 Crude oil crack spread - 5 min screencast

09 Coefficient of variation - Practice question (Par 3 difficulty)

09 Consumer Good Industry P/E Confidence Interval - Practice Question (Par 3+ difficulty)

09 Hedge equity portfolio with S&P futures contracts - 6 min screencast

08 True volatility (inference) - Practice question (Par 4 difficulty)

08 Contango and Backwardation - 8 min. screencast

07 Natural Gas forward curve - 5 min screencast

07 Jarque-Bera test for normality - Practice Question (Par 4)

06 Merton model approach to probability of default - Practice Question (Par 5)

06 Corn forward curve - 7 min screencast

05 FRM 2008 (regular season) Episode #4: Market A

02 Two-period credit rating transition matrix - Practice Question (Par 4 difficulty)

02 Cost of Carry Model - 9 min. screencast

01 Extreme Value Theory (EVT) - Practice Question (Par 3+)

01 Optimal contracts with minimum variance hedge ratio - 8 min screencast

April

30 Risk concentrations at financial conglomerates - learning objective "in the news"

30 Basis risk: the mother of all risks? A 9 minute screencasts

29 Brownian Motion - Practice Question (Par 4+ difficulty)

29 Long hedge with copper futures contract - 10 min. screencast

28 KMV’s Merton-type approach to probability of default (PD) - Practice Question (Par 3 difficulty)

28 Forecasting volatility - Reader question

28 How to use Excel’s LINEST() function to return multivariate regression - 10 min. screencast

25 ANOVA table - Practice Question (Par 4 difficulty)

25 Basis risk in futures - learning objective "in the news"

25 ANOVA table in regression - 9 min. screencast

24 Option Gamma - Practice Question (Par 4 difficulty)

24 Hedge fund activism - learning objective "in the news"

24 Standard Error in Linear Regression - 10 min. screencast

23 Normal Probability Plot - EditGrid example

23 Ordinary least squares (OLS) in regression - 9 minute screencast

22 Correlation between stock and market: Practice Question (Par 4 difficulty)

22 Sample Regression Function (SRF) - 8 minute screencast

21 FRM Episode #3 - Quant C (Econometrics)

19 Senior Supervisors Report on Disclosure Practices (FRM Learning Objective "in the news")

18 VaR of binary option portfolio (Par 4 difficulty)

17 IMF Stability Report (Chapter 3 highlights)

17 Subordination in Structured Finance - 6 minute screencast

16 Operational VaR (Par 5 difficulty)

16 Overcollateralization (O/C) - 5 minute screencast

15 FASB removes QSPE (FRM learning objective in the news)

15 Hypothesis Testing - 9 minute screencast

14 Central limit theorem (CLT) - Illustrated with EditGrid

14 Basel on credit risk transfer (selected highlights)

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