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Bionic Turtle | LinkedIn
Aug 14, 2015
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Best FRM Prep Courses & Study Material (2026) - Bankers By Day
Best FRM Prep Courses & Study Material (2026) - Bankers By Day
9 months ago
bankersbyday.com
Black Scholes Merton option pricing model (FRM T4-11)
Black Scholes Merton option pricing model (FRM T4-11)
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What is the (Basic) Historical Simulation approach to value at risk (VaR)? FRM T1-5
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Fixed income: Bond DV01 (aka, price value of basis point, FRM T4-32)
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Value (VaR) Mapping a fixed-income portfolio (FRM T5-05)
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FRM: Loss distribution approach (LDA)
FRM: Loss distribution approach (LDA)
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FRM: Correlation & Covariance
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FRM: VaR model backtest
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FRM: Monte carlo simulation: Brownian motion
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FRM: Interest rate swap
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FRM: Covered call versus protective put
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FRM: How to calculate (simple) historical volatlity
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Fixed Income: Infer discount factors, spot, forwards and par rat…
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Volatility: Exponentially weighted moving average, EWMA (FRM T2-22)
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Valuation of plain-vanilla interest rate swap (T3-32)
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FRM: Order Types (market, limit, stop, stop-limit)
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How to interpret N(d1) and N(d2) in Black Scholes Merton (FRM T4-12)
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FRM: Binomial (one step) for option price
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Introduction to binomial option pricing model: two-step (FRM T4-6)
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Fixed Income: Hedging the DV01 (FRM T4-33)
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FRM: Standard approach to credit risk under Basel II
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Capital market line (CML) versus security market line (SML), FRM T…
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FRM: Regression #3: Standard Error in Linear Regression
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Fixed Income: Simple bond illustrating all three durations (effe…
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FRM: Bond duration (introduction)
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FRM: Expected default frequency (EDF, PD) with Merton Model
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FRM: Why a futures price differs from a forward price
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Three approaches to value at risk (VaR) and volatility (FRM T4-1)
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