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  1. David Harper CFA FRM

    WIFE Week in risk (December 16th)

    New YouTube Coherent risk measures and why VaR is not coherent (FRM T4-5) https://trtl.bz/2rBaD0p Exotic options: floating and fixed lookback option (FRM T3-45) https://trtl.bz/2EwsX3b In the forum [bionicturtle.com] We are seeking a an Expert Finance Writer/Editor, see the description at...
  2. David Harper CFA FRM

    WIFE Week in Risk (December 9th)

    New YouTube Delta-gamma value at risk (VaR) with the Taylor Series Approximation (FRM T4-4) https://trtl.bz/2SAyed3 Exotic options: binary (aka, digital) option (FRM T3-44) https://trtl.bz/2PqrxII In the forum [2019 FRM exam] Thank you @Nicole Seaman for starting threads that make public the...
  3. David Harper CFA FRM

    WIFE Week in Risk (December 2nd)

    New YouTube Delta-normal value at risk (VaR, FRM T4-3) https://trtl.bz/2Rzq2Kh Exotic options: chooser option (FRM T3-43) https://trtl.bz/2E8z39X In the Forum More post-exam feedback: Part 1 (8 pages so far) https://trtl.bz/2FQbkgi and Part 2 (15 pages so far!) https://trtl.bz/2G7aAnp...
  4. David Harper CFA FRM

    WIFE Week in Risk (November 25th)

    New YouTube Historical simulation (HS VaR): Basic and age-weighted (FRM T4-2) https://trtl.bz/2BvXICX Exotic options: Barrier options (FRM T3-42) https://trtl.bz/2QhrTWr In the forum [FRM exam] Our feedback threads continue to be very active: Part 1 is here https://trtl.bz/2KfIlRM and Part 2...
  5. David Harper CFA FRM

    WIFE Week in Risk (November 18th)

    New YouTube Combination option trades: straddle, strangle, strip/strap (FRM T3-39) https://trtl.bz/2S1mFv4 Calendar and butterfly spread option trades (FRM T3-40) https://trtl.bz/2zgRPYJ The final video in T3 sub-series on Option Trading Strategies series Three approaches to value at risk (VaR)...
  6. David Harper CFA FRM

    WIFE Week in Risk (November 11th)

    In the forum (selected only) [P1.T1] Thank you @evelyn.peng for the insight on why (in the mean-variance framework) the predicted variance is always greater than historical variance https://trtl.bz/2qwDLFK [P1.T1] A typical pattern-like question for the CAPM/SML cluster https://trtl.bz/2FgiIRV...
  7. David Harper CFA FRM

    WIFE Week in risk (November 4th)

    In the forum (selected only) [new FAQ] What is the relevance of End of Chapter Questions from the source readings? https://trtl.bz/2q5wbkZ [GARP P1] Thank you @ag0511 for your "FRM Part 1 Examination tips" https://www.bionicturtle.com/forum/threads/frm-part-1-examination-preparation-tips.14023/...
  8. David Harper CFA FRM

    WIFE Week in risk (October 21st)

    New Video T1-1: What is financial risk? https://www.bionicturtle.com/forum/threads/t1-1-what-is-financial-risk.21074/ This is the first post in our new forum section that is devoted to a comprehensive review, in sequence, of our FRM video library in YouTube. The featured video were previously...
  9. David Harper CFA FRM

    WIFE Week in Risk (October 14th)

    New Practice Questions P1.T4.820. Delta- and gamma-neutral position; and the relationship between delta, theta, and gamma (Hull Ch.19) https://trtl.bz/2A0jA8y P1.T4.821. Delta hedging, scenario analysis and portfolio insurance (Hull, Ch.19) https://trtl.bz/2pJRPLy New YouTube Is it optimal to...
  10. David Harper CFA FRM

    WIFE Week in risk (October 7th)

    New Practice Questions P1.T4.819. Theta, gamma and vega for option positions (Hull Ch.19) https://trtl.bz/2zJwCaj P2.T7.813. Managing money laundering and financing of terrorism (ML/FT) risks when outsourcing or engaging in correspondent banking https://trtl.bz/2zPHuDC New YouTube Put-call...
  11. David Harper CFA FRM

    WIFE Week in Risk (September 30th)

    New Practice Questions P1.T4.818. Futures delta and dynamic delta hedging (Hull Ch.19) https://trtl.bz/2OdBmx1 P2.T7.812. Risks related to money laundering and financing of terrorism https://trtl.bz/2NGMKlr New YouTube Valuation of plain-vanilla interest rate swap (T3-32)...
  12. David Harper CFA FRM

    WIFE Week in risk (September 23rd)

    New Practice Questions P1.T4.817. Option delta (Hull Ch.19) https://trtl.bz/2xhIBds P2.T7.811. The risks that arise from outsourcing to third-party service providers https://trtl.bz/2PLS4Rh New YouTube Plain vanilla interest rate swap (T3-30) https://trtl.bz/2D5oODr Comparative advantage in...
  13. David Harper CFA FRM

    WIFE Week in risk (ending September 16th)

    New Practice Questions P1.T4.816. Black-Scholes-Merton (BSM) for dividend-paying stocks and the early exercise decision for American-style options (Hull Ch.15) https://trtl.bz/2O81g1P P2.T7.810. Stress testing banks (Schuermann) https://trtl.bz/2x5KVEj New YouTube Eurodollar futures contract...
  14. David Harper CFA FRM

    WIFE Week in Risk (ending September 9th)

    New Practice Questions P1.T4.815. Black Scholes value of a warrant and implied volatility https://trtl.bz/2M7VBqM P2.T7.808. Exogenous and endogenous approaches to liquidity value at risk (LVaR) https://trtl.bz/2NWbpi5 P2.T7.809. Failure mechanics of dealer banks (Darrell Duffie)...
  15. David Harper CFA FRM

    WIFE Week in Risk (August 26th)

    Welcome to our newly upgraded forum, we hope you like it! :):D (did you notice that it's faster? :cool: among other advantages ....) New Practice Questions P1.T4.814. The lognormal property of stock prices and the assumptions of Black-Scholes-Merton (BSM) https://trtl.bz/2P8G9fV P2.T7.807...
  16. David Harper CFA FRM

    WIFE Week in Risk (August 19th)

    In the Forum This Week (selected only) [general] Shakti's formula summary is considered useful https://trtl.bz/2MAsOQc [general] Questions about work experience requirement https://trtl.bz/2MmplVR [general] Why my questions often cross-reference https://trtl.bz/2Bio5Ol [general] Discussion...
  17. David Harper CFA FRM

    WIFE Week in Risk (July 29th)

    New Practice Questions P1.T4.813. Binomial model for options on currencies and futures https://trtl.bz/2LmwLIq P2.T7.806. Capital planning practices at large bank holding companies (BHC) https://trtl.bz/2LmxQzY New YouTube Accrued interest depends on the bond's day count convention (FRM...
  18. David Harper CFA FRM

    WIFE Week in Risk (July 22nd)

    New Practice Questions P1.T4.812. Binomial model for options on stock indices and stocks with dividends (Hull Ch.13) https://trtl.bz/2L1EXNK P2.T7.805. Extreme value theory (EVT): GEV versus POT (Dowd Ch. 7) https://trtl.bz/2LmqHi4 New YouTube Maximum likelihood estimation of GARCH parameters...
  19. David Harper CFA FRM

    WIFE Week in Risk (July 15th)

    In the forum (selected only) [GARP] More study advice https://trtl.bz/2Lc5ZBj [GARP] Certified FRMs may not be in the directly https://trtl.bz/2LerXne [GARP] Part 2 feedback still coming in https://trtl.bz/2LeblMx, and Part 1 feedback too https://trtl.bz/2LdKSi8 [P1.T2] The difference between...
  20. David Harper CFA FRM

    WIFE Week in Risk (July 8th)

    New Practice Questions P1.T4.811. Two-step binomial models (Hull Ch.13) https://trtl.bz/2KFXXjS P2.T7.804. Extreme value theory (EVT) approaches (Dowd Ch. 7) https://trtl.bz/2KKmWPY New YouTube videos Comparing volatility approaches: MA versus EWMA versus GARCH (FRM T2-25)...
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