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Recent content by MagnusNordzell

  1. M

    ULC

    Hi, I have seen quite a few references and formulas related to ULC and UL quantification in the Part 1 course material (e.g. questions 4, 8 and 12 on the mock exam). However, I cannot seem to find any material covering this topic in the GARP books. Is this topic in scope in the Part I...
  2. M

    CAPM in FRM part I book 1 - CML vs SML

    Hi all, reading the FRM part I book 1 on CAPM (p. 75) I noticed that the text refers to the relationship between beta and expected return as the Capital Market Line. To me this is wrong as what they are describing is the Security Market Line. There is an important distinction between the two as...
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