VideoTYPE

• 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

• 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