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P1.T4. Valuation & Risk Models (30%)

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Nicole Seaman
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Errors Found in Study Materials P1.T4. Valuation & Risk Models
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40
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6,161
Sixcarbs
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Risk-neutral probability
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3
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1,219
akrushn2
Sixcarbs
Monotonicity
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8
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183
ami44
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Portfolio's Annual Value at Risk (VAR) at a 5 percent probability level
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4
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49
David Harper CFA FRM
Sixcarbs
Interpolating VaR by the hybrid method. Why create a false entry? (Allen)
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11
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136
David Harper CFA FRM
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CALCULATE LOSS RATE
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5
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148
David Harper CFA FRM
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BSM Model d1 and d2 and finding applicable z score
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3
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79
Tim_Rogers
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Two step binomial model
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3
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59
Tim_Rogers
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Girsanov's Theorem
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4
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170
ShaktiRathore
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Stress testing and other risk management tools
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3
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105
David Harper CFA FRM
afterworkguinness
Structural Monte Carlo
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5
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1,150
danghara
M
Expected and unexpected losses:a practical case
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0
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110
Maxim Rastorguev
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Normal IV vs. Log-normal IV
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4
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194
Shan Pet
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Vol swaps versus variance swaps
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0
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80
akrushn2
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Key rates
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2
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130
ChristofferLoov
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Hull: binominal trees learning spreadsheet
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8
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266
Maxim Rastorguev
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General query on probability of default.
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2
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200
kausthub
A
Tuckman Table 5.4: First Five Rows
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2
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284
David Harper CFA FRM
A
Table 5.2: Key Rate DV01s and Durations of 30-year C-STRIP
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2
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380
David Harper CFA FRM
A
Replicating Portfolio, Tuckman Table 1.5
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4
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210
arpitasaraswat
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Calculation of the N(-D1) and N(-D2) values for BSM model in the FRM Part 1 Exam
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1
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510
wool
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Hedging with greeks
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0
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165
siddharthmahanty
Jorge.Beca
Parametric VaR
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1
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219
David Harper CFA FRM
H
derivative coupon bond
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2
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453
David Harper CFA FRM
C
WCS worst case scenario
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8
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1,258
evelyn.peng
caramel
PD of default
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2
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2,078
inderjeet.chandnani
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Work based doubt in VaR
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0
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235
jayan7ec
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Stress Test Covariance and Correlation Matrix
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7
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2,808
David Harper CFA FRM
N
Value at risk
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0
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294
naufalhaifa
B
Delta normal VAR
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4
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592
BartW
C
GARP.2010.PQ.P2 Questions about Long Short VaR (garp10-p2-17)
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7
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3,682
rex.w.chow
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