Part 1 of the Cram Session reviews eight key areas: Calculator, VaR approaches (including covariance), Porfolio VaR (e.g., marginal VaR), Normal & the limits and solutions to the problems of normality (e.g., EVT), Significance Testing, Volatility, First derivatives (e.g., delta, duration), and simulations.

(1 hr 25 min.)

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