Mar 22

2008 FRM Episode 1 (Sample) - Quant A

by David Harper, CFA, FRM, CIPM


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This is the first 20 minutes (a sample) of the first episode of the 2008 "regular season" for the FRM exam. This reviews Allen's Quantifying Volatility in VaR Models and Wilmott's Introduction to VaR. There is a table of contents but you must select the small icon to the right of the sound icon on the control bar (at bottom).

(20 min)