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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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7,783
tattoo
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afterworkguinness
Structural Monte Carlo
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1,272
David Harper CFA FRM
D
Most commonly used market risk models in financial institutions
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275
delalma
T
Delta Neutralisation of a portfolio
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14
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399
Detective
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Covariance matrix size in delta normal VaR
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84
delalma
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Historical Simulation
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5
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126
Nicole Seaman
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Computing delta of an ATM call using N(d1)
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1
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85
David Harper CFA FRM
N
Calculation of macaulay duration and Modified duration
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3
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144
nickkl
mastvikas
Calculate the bond price using forward rates/Par rate
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7
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11,071
vasan_mnm
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Risk-neutral probability
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4
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1,439
David Harper CFA FRM
Sixcarbs
Monotonicity
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8
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276
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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110
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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241
David Harper CFA FRM
L
CALCULATE LOSS RATE
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5
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211
David Harper CFA FRM
T
BSM Model d1 and d2 and finding applicable z score
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3
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147
Tim_Rogers
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Two step binomial model
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3
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111
Tim_Rogers
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Girsanov's Theorem
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4
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231
ShaktiRathore
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Stress testing and other risk management tools
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3
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190
David Harper CFA FRM
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Expected and unexpected losses:a practical case
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134
Maxim Rastorguev
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Normal IV vs. Log-normal IV
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4
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253
Shan Pet
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Vol swaps versus variance swaps
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121
akrushn2
C
Key rates
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2
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216
ChristofferLoov
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Hull: binominal trees learning spreadsheet
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8
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345
Maxim Rastorguev
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General query on probability of default.
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2
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240
kausthub
A
Tuckman Table 5.4: First Five Rows
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2
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331
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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461
David Harper CFA FRM
A
Replicating Portfolio, Tuckman Table 1.5
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4
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353
arpitasaraswat
W
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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966
wool
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Hedging with greeks
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0
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199
siddharthmahanty
Jorge.Beca
Parametric VaR
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1
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267
David Harper CFA FRM
H
derivative coupon bond
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2
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532
David Harper CFA FRM
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