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    LogVaR conflict?

    Hi everyone! I have a question regarding LogVaR. I start directly with an example: Szenario 1: Mean: 10% StdDev: 20% CL: 99% LogVar -> 30.6% Szenario 2: Mean: 5% StdDev: 2% CL: 99% LogVar -> -0.35% From the first Scenario I understand from my Portfolio-Value around 30% is at risk, but I...
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    FRM p2 Nov 18

    Hi! The reason why I open this topic is because almost every group which is prep. for p2 is full and therefore impossible to join. Therefore I am asking who of you would like to join me for studying for FRM p2? I don't mind if its through whatsapp, GoogleHangouts (preferred), Skype, or even...
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