Featured Links
MarketTYPE
-
Walking through the first 2009 FRM learning XLS: Intro to VaR, 10 Min [video] 25 Apr 2009
I’ve uploaded six learning spreadsheets for the 2009 FRM program (they correspond to the video tutorials and therefore track with the assigned readings). Here is an … 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
-
Extreme value theory (0903) [practice, FRM: market] 26 Mar 2009
Explore Market Risk with a practice question. Question #1 [source 2006 #62] Many financial applications are concerned only with extreme values of returns or exceptional losses … read more
-
Beta hedge an equity portfolio with futures contracts [Practice, FRM: Market] 27 Feb 2009
Explore Market Risk with a practice question. Consider an equity portfolio with market value of USD 100M and a beta of 1.4 with respect to the … read more
-
First derivative of a zero-coupon bond, 8 min [Video, FRM: Market] 26 Feb 2009
Here I use Mathetmatica to illustrate how the first derivative of the price of a zero-coupon bond (with respect to yield) is the dollar duration of … read more
-
FRM 2008 Episode #6: Market C (VaR, Fx, CFaR) 02 Jun 2008
In this issue Note about learning spreadsheets About Episode #6 New spreadsheets added Screencast Tutorial Questions associated with the tutorial Previous Episode letters Note about … read more
-
FRM 2008 Episode #5: Market B (Fixed Income) 19 May 2008
In this issue: Don't forget to visit the forum New payment option About Episode #5 New spreadsheets added Screencast Tutorial Questions associated with the tutorial … read more
-
FRM 2008 (regular season) Episode #4: Market A 05 May 2008
About Episode #4 New spreadsheets added Screencast Tutorial Questions associated with the tutorial About Episode #4 Welcome recent members! Please note I write a … read more
The BT FRM Exam Prep Program is the most effective (and by far the most affordable) way to increase your odds for exam success. A total exam assistant with multiple modes of rich media learning.
Please see this page for more details.
- Hi Carolina, I don't like my last comment, either, as I was just trying to reconcile. Sorry, I don't quite follow your distinction. While acknowledging there … 15 Mar 2010
- Potomoc, Thanks for your adding the Lehman report, I really appreciate it ... now just need to find the time to somehow digest some portion of … 15 Mar 2010
- Another addition to your excellent list is the Lehman brothers holdings bankruptcy report. It was written by Court-appointed examiner Anton Valukas of Jenner& Block and totals … 15 Mar 2010
- Dear fellow BT members: Can you recommend good INTRO books that will make the assigned Gujarati chapters easier to comprehend? I am currently browsing the following …17 Mar 2010
- Hi David, I the core readings, I found it is very difficult to follow the book on Derivatives Markets by McDonald. Please suggest to me which …17 Mar 2010
- David is going to conduct our 2nd 2010 FRM review webinar on Saturday April 3rd at 9 AM U.S. EST. What time is that for you? …17 Mar 2010