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P1.T4.Ch6: Vasicek, One Factor Correlation Model (Gaussian Copula) likely questions

ktrathen

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Hi,

What are likely exam questions to do with P1.T4 chapter 6? I've found the GARP reading quite challenging. I'm not sure how this might be tested on the FRM part 1 exam, since the emphasis in the readings was mathematically deriving the models. I'd be curious for your insights. Are there are any formulae from chapter 6 that you would memorize?

Thank you.
 

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