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

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Nicole Seaman
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Errors Found in Study Notes P1.T4. Valuation & Risk Models
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3,785
David Harper CFA FRM
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derivative coupon bond
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David Harper CFA FRM
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WCS worst case scenario
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evelyn.peng
caramel
PD of default
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1,864
inderjeet.chandnani
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Work based doubt in VaR
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133
jayan7ec
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Stress Test Covariance and Correlation Matrix
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2,506
David Harper CFA FRM
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Value at risk
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165
naufalhaifa
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Delta normal VAR
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4
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156
BartW
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GARP.2010.PQ.P2 Questions about Long Short VaR (garp10-p2-17)
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3,135
rex.w.chow
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Finding highest possible value of x
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123
David Harper CFA FRM
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Black Scholes expected value and partial expected value
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94
uyttrefds
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Schroeck, Chapter 5, pp. 170-186 only: Capital Structure in Banks
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4
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333
kate18233
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Value at risk (VAR)
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243
David Harper CFA FRM
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Duration of inverse floater
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12
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10,215
flex
FlorenceCC
Chapt.5 Tuckman - Hedging PF with key rate exposure
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1
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342
David Harper CFA FRM
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Detailed answers to Veronesi's book chapter questions?
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1
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468
David Harper CFA FRM
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Interest Rate Swaps (Key Rate Duration)
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3
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422
Nicole Seaman
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GARP.FRM.PQ.P1 Unexpected loss formula decipher
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2
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291
aimjo
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Valuation & Risk Models / Hull, Chapters 13, 15 & 19 / Instructional Video: Hull, Chapters 13, 15 &
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5
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383
David Harper CFA FRM
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VaR spreadsheet
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174
David Harper CFA FRM
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unexpected vs expected losses
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10
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5,331
Galaxy
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Risk-Neutral Valuation
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212
bionicml
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greeks
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215
Flashback
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valuation embedded option for p1-problems
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175
flex
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Valuatn & Risk Model: Hull 11,13, 17
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5
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816
David Harper CFA FRM
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Duration of the Bond question.
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4
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1,238
pint0
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Tuckman's effective duration
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2
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282
Jose V
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GARCH(1,1) Model : Long_Run_Volatility
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8
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2,902
lRRAngle
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Variance of EDF
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201
nikogeorgiev
desh
Calculating revised VaR Hybrid approach
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13
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2,074
willyong
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Taylor Series Approximation
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368
nikogeorgiev
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