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Quantitative analysis is the lanuage of finance. The section is about probabilities, statistics, calculus, volatility, bond math and various other fundamental techniques.

Chalk Talk Blog

Coefficient of variation - Practice question (Par 3 difficulty)

09 May 2008

Assume two hedge fund strategies with the following statistics: Fund A showed a mean return of 8% with variance of 0.04 (i.e., variance of periodic returns) Fund B showed a mean return of 12% with variance …

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Consumer Good Industry P/E Confidence Interval - Practice…

09 May 2008

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Optimal contracts with minimum variance hedge ratio - 8…

01 May 2008

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

30 Apr 2008

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Forecasting volatility - Reader question

28 Apr 2008

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Yield to Maturity (YTM). 2007 FRM

05 Sep 2007

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Lognormal Distribution. Part 3: Future Stock Price

25 Jun 2007

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Lognormal Distribution. Part 2: Bond Price

22 Jun 2007

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Lognormal distribution. Introduction

20 Jun 2007

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Binomial distribution

07 Jun 2007

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Poisson Distribution

06 Jun 2007

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Normal Distribution: Properties

05 Jun 2007

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Basic probability definitions (MECE, outcome vs. event)

30 May 2007

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Correlation Coefficient explained with hedge fund example…

28 May 2007

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Three faces of variance

24 May 2007

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Permutations and combinations

23 May 2007

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A grid for grasping probability distributions

14 May 2007

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Monte Carlo simulations. Part 4: FRM exam tips

10 May 2007

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Monte Carlo simulations. Part 2: GBM

08 May 2007

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Monte Carlo simulations. Part 1: Process

07 May 2007

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Forecasting volatility with GARCH

03 May 2007

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