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P2.T5. Market Risk (25%)

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Nicole Seaman
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Errors Found in Study Materials P2.T5. Market Risk
3 4 5
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85
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9,371
David Harper CFA FRM
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question 31 on practice exam 2017 - Implied vol
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4
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195
Sully MARIE
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Indicator function - Expected shortfall
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1
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75
ami44
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Topic 5 Review video
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1
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78
David Harper CFA FRM
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Jensen's inequality formula
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7
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1,400
harsh092
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Terminal Distribution
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2
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87
kkapoor
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LogVaR conflict?
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0
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290
pint0
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P.2 T5 Dowd study notes pg 10 confidence intervals
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5
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413
anniedu
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[VaR Mapping] Cash-Flow Mapping
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7
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762
arunkiyer
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Correlation variance swap.
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4
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250
David Harper CFA FRM
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Short Equity T + long Mezzannine T (correlation impact?)
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7
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2,463
Vaishnevi
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R40-P2-T5 Hull Problem 20.3 Volatility smile & Jumps in asset price
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4
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554
David Harper CFA FRM
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Backtesting Exceptions
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4
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1,078
Vaishnevi
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jorion chapter 11 mapping var
2
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25
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3,753
m.shachee
J
Derivation of modified duration formula for par bond
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2
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212
David Harper CFA FRM
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CFA Question about CDO structure
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1
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305
emilioalzamora1
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Tuckman, Chapter 6: Empirical Approaches to Risk Metrics and Hedging
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13
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845
David Harper CFA FRM
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Convexity and Volatility
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0
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261
GammaCurious
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Backtesting VaR
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1
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181
fxlprasetyo
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GARP.FRM.PQ.P2 2016 Practice exam q 64 volatility smile (garp16-p2-64)
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14
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3,338
rishikamlk
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P2.T5.714. When is VaR mapping useful? (Jorion, Ch 11)
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2
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181
Shadma
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VaR Mapping - Diversified VaR
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4
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503
Gareth
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DRIFT MODEL: Underlying Logic of Formula for Random Simulated Process
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5
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343
ABSMOGHE
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Buying Correlation
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3
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697
David Harper CFA FRM
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Expected shortfall
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8
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3,020
rana.nadeem
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Instructional Videos Access
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4
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331
Nicole Seaman
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IRC vs CVA
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4
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30,198
MM01
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Tuckman, equilibrium vs arbitrage-free
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13
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3,386
Nicole Seaman
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Spreadsheet doesn't contain Case studies listed in Review Videos
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1
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120
David Harper CFA FRM
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Historical Simulation..Parametric or Nonparametric Appoach?
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8
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1,270
MR GATE
F
Jorion EOC PQ - Chapter 6, Question 10
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1
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315
Nicole Seaman
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