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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
2
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4,936
David Harper CFA FRM
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Hull: binominal trees learning spreadsheet
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8
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138
Maxim Rastorguev
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General query on probability of default.
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134
kausthub
A
Tuckman Table 5.4: First Five Rows
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2
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215
David Harper CFA FRM
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Table 5.2: Key Rate DV01s and Durations of 30-year C-STRIP
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2
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273
David Harper CFA FRM
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Replicating Portfolio, Tuckman Table 1.5
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4
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132
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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218
wool
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Hedging with greeks
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0
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116
siddharthmahanty
Jorge.Beca
Parametric VaR
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1
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171
David Harper CFA FRM
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derivative coupon bond
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2
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327
David Harper CFA FRM
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WCS worst case scenario
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8
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1,042
evelyn.peng
caramel
PD of default
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2
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1,982
inderjeet.chandnani
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Work based doubt in VaR
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0
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186
jayan7ec
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Stress Test Covariance and Correlation Matrix
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7
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2,668
David Harper CFA FRM
N
Value at risk
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0
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238
naufalhaifa
B
Delta normal VAR
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4
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414
BartW
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GARP.2010.PQ.P2 Questions about Long Short VaR (garp10-p2-17)
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7
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3,484
rex.w.chow
U
Finding highest possible value of x
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1
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185
David Harper CFA FRM
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Black Scholes expected value and partial expected value
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0
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159
uyttrefds
K
Schroeck, Chapter 5, pp. 170-186 only: Capital Structure in Banks
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4
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419
kate18233
J
Value at risk (VAR)
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2
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405
David Harper CFA FRM
E
Duration of inverse floater
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12
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10,697
flex
FlorenceCC
Chapt.5 Tuckman - Hedging PF with key rate exposure
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1
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453
David Harper CFA FRM
F
Detailed answers to Veronesi's book chapter questions?
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1
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556
David Harper CFA FRM
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Interest Rate Swaps (Key Rate Duration)
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3
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589
Nicole Seaman
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GARP.FRM.PQ.P1 Unexpected loss formula decipher
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2
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410
aimjo
P
Valuation & Risk Models / Hull, Chapters 13, 15 & 19 / Instructional Video: Hull, Chapters 13, 15 &
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5
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458
David Harper CFA FRM
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VaR spreadsheet
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1
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267
David Harper CFA FRM
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unexpected vs expected losses
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10
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5,487
Galaxy
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Risk-Neutral Valuation
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0
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313
bionicml
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greeks
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1
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304
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