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FRM P1.T2. Quant

Part 1, Topic 2 is Quantitative Analysis. Exam weight = 20%. Topics include Discrete and continuous probability distributions, Estimating the parameters of distributions, Population and sample statistics, Bayesian analysis • Statistical inference and hypothesis testing, Correlations and copulas, Estimating correlation and volatility using EWMA and GARCH models, Volatility term structures, Linear regression with single and multiple regressors, Time series analysis, Simulation methods
Elements of Forecasting Nicole Seaman
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Chris Brooks: Introductory Econometrics for Finance Nicole Seaman
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