Featured Links
PracticeTYPE
-
Value at risk (VaR) of interest rate swap [practice, market] 21 May 2009
This sample question (2009 L1.09) is very good I think. In order to value an interest rate swap, the floating rate leg turns out to … read more
-
Is convertible arb directional or non-directional? [practice] 29 Apr 2009
Explore Risk Foundations with four practice questions, as I slowly develop our wiki resource. Jorion 1.14: Explain directional and non-directional market risks. Identify hedge fund strategies … read more
-
Are notional amounts a good measure of risk? [practice] 23 Apr 2009
Jorion Question 01.07 "The fact that the total of derivatives notional amounts is much greater than cash markets should be a major reason for concern. This … read more
-
Which one word captures the utility and danger of derivatives? [practice] 22 Apr 2009
Explore Risk Foundations with two practice questions. The blog is meant to give you a quick 5-min boost; here we answering some questions from Jorion Chapters. … read more
-
Are financial markets like a Las Vegas Casino? [practice] 21 Apr 2009
Explore Risk Foundations with two practice questions. The blog is meant to give you a quick 5-min boost; here we answering some questions from Jorion Chapters. … read more
-
Can financial risks be analyzed independently? [practice] 20 Apr 2009
Explore Risk Foundations with two practices questions. The blog is meant to give you a 3-min boost; I am writing answers to the Jorion Chapters up … 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
-
Marginal and cumulative mortality rates [practice, FRM: credit] 10 Mar 2009
Explore Credit Risk with a practice question [source: modified from 2006 #73] Assume the following performance for a bond cohort: Year T Value of bonds outstanding … read more
-
EB #3 First partial derivative PRACTICE questions [webinar, practice] 08 Mar 2009
Are you keeping up with the Early Bird “homework?” Early Bird homework from #1 (financial returns). Early Bird homework from #2 (volatilities). Since Hull’s volatility … 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
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.
- Infact I have a question on ROIC. Is it useful to calculate ROIC for a long period say 10 years at one a time. Say if … 23 Jul 2010
- is there a link to this webinar? 22 Jul 2010
- helo...can I get the theory based the calculation of VaR like what you published above?? I have never seen the journal that shows calculation like it.... … 20 Jul 2010