Screencasts

About 2008 FRM

16 Mar 2008

11. Basel II (sample)

21 Sep 2007

Monte Carlo under GBM

19 Jul 2007

Volatility, FRM 2007

03 May 2007

Quant Cram (2006)

12 Feb 2007

Delta-normal VAR

12 Feb 2007

Linear regression

12 Feb 2007

Info

The Financial Risk Manager (FRM) is administered by the Global Association of Risk Professionals (GARP), where the Bionic Turtle has been a valued course provider for four years. GARP has over 70,000 global members and the FRM is the gold standard in risk certification. The FRM is one of the most rigorous professional financial exams. It covers quantitative methods, market risk, credit risk, operational risk, regulatory frameworks (Basel II Accord), investment risk and hedge funds.

Chalk Talk Blog

Interest rate parity is applied cost of carry model

A classic, tough exchange rate question was posted here on the forum. Here is the question: The two year risk free rate in the United …

02 Jul 2008

How to think about securitization

01 Jul 2008

Vasicek is a simple, handy one-factor model for interest rate process

28 Jun 2008

Credit migration matrix

27 Jun 2008

Concentration limits

26 Jun 2008

Capital allocation to business units (paper)

25 Jun 2008

Exchange option – 6 min. screencast

25 Jun 2008

Beta distribution for credit recovery

24 Jun 2008

Asian option – 7 min screencast

24 Jun 2008

Lookback option – 3.5 min screencast

23 Jun 2008

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