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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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5,602
Sixcarbs
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BSM Model d1 and d2 and finding applicable z score
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3
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30
Tim_Rogers
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Two step binomial model
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3
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27
Tim_Rogers
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CALCULATE LOSS RATE
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2
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28
David Harper CFA FRM
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Girsanov's Theorem
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140
ShaktiRathore
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Stress testing and other risk management tools
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3
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64
David Harper CFA FRM
afterworkguinness
Structural Monte Carlo
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5
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1,112
danghara
M
Expected and unexpected losses:a practical case
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0
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99
Maxim Rastorguev
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Normal IV vs. Log-normal IV
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4
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177
Shan Pet
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Vol swaps versus variance swaps
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69
akrushn2
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Key rates
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2
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110
ChristofferLoov
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Hull: binominal trees learning spreadsheet
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8
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243
Maxim Rastorguev
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General query on probability of default.
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2
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186
kausthub
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Tuckman Table 5.4: First Five Rows
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2
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269
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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333
David Harper CFA FRM
A
Replicating Portfolio, Tuckman Table 1.5
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4
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171
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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385
wool
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Hedging with greeks
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0
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153
siddharthmahanty
Jorge.Beca
Parametric VaR
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1
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207
David Harper CFA FRM
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derivative coupon bond
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2
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410
David Harper CFA FRM
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WCS worst case scenario
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8
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1,179
evelyn.peng
caramel
PD of default
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2
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2,039
inderjeet.chandnani
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Work based doubt in VaR
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217
jayan7ec
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Stress Test Covariance and Correlation Matrix
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7
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2,754
David Harper CFA FRM
N
Value at risk
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0
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269
naufalhaifa
B
Delta normal VAR
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4
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532
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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3,605
rex.w.chow
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Finding highest possible value of x
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1
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211
David Harper CFA FRM
U
Black Scholes expected value and partial expected value
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0
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210
uyttrefds
K
Schroeck, Chapter 5, pp. 170-186 only: Capital Structure in Banks
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4
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469
kate18233
J
Value at risk (VAR)
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2
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452
David Harper CFA FRM
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