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• Early Bird Webinar #5 Follow-up [webinar] 30 Mar 2009

  Thank you to the 92 attendees on Saturday’s live webinar (our final 2009 FRM Early Bird). On the paid member page, I just uploaded: A … read more

• Minimum variance hedge ratio is slope of OLS regression line, 4 min. [video, FRM: market, FRM: quant 27 Mar 2009

  Gujarati’s regression is applied in Hull’s 3.3 example of an airline that cross-hedges jet fuel costs with heating oil futures. For the FRM candidate, I have … read more

• What’s the residual sum of squares (RSS), 8 min [video, FRM: Quant] 26 Mar 2009

  How do we find the best fit line through a scatter? Typically, with ordinary least squares (OLS). Although we have other methods. The OLS finds the … read more

• Early Bird Webinar #5 AGENDA: Intro to linear regression [webinar] 25 Mar 2009

  I hope you can attend Saturday’s Early Bird webinar (we currently have 67 registrants). Here is the registration link. As usual, time is Saturday 9 AM … read more

• Sample regression function, SRF – 8 min [video, FRM: quant] 24 Mar 2009

  These short videos are partial recordings of practice sessions (i.e., as I practice for a webinar or paid tutorial). I share in case you find them … read more

• Early Bird Webinar #4 Follow-up and registration for #5 [webinar] 16 Mar 2009

    Thank you to those who attended Saturday’s webinar! We covered a lot of ground. The recording of Saturday’s webinar (Intro to Econometrics, Part 1: inference), … read more

• Revised Early Bird #4 Presentation, Econometrics Part 1 [webinar] 11 Mar 2009

  I revised/added slides to Saturday’s presentation deck. Please find attached below in slideboom format. It’s an ambitious agenda, so if you get a chance to scan … read more

• Density & distribution functions: PMF/PDF versus CDF [FRM: Quant, practice] 11 Mar 2009

  Here I summarize how a random variable is either: Discrete, or Continuous And the function can then be viewed two ways: Density (PMF = discrete … read more

• EB #3 Webinar Follow-up with RECORDING [webinar, video] 04 Mar 2009

  We had over 80 attendees on Saturday’s webinar (the third of five in our Early Bird series). As you may know, last year I only … read more

• Growth rate of a function, 8 min [video] 25 Feb 2009

  A handy differentiation rule combines the natural log with the chain rule: d/dx [ln g(x)] = g’(x)/g(x). In words, the first derivative of the natural log … read more

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