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Bionic Turtle | LinkedIn
Aug 14, 2015
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FRM: Basel II Overview
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FRM: Basel II Overview
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FRM: Basis risk is the mother of all derivatives risk
FRM: Basis risk is the mother of all derivatives risk
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FRM: Capital market line (CML)
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FRM: Correlation & Covariance
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FRM: Correlation & Covariance
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FRM: Bond duration (introduction)
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FRM: Bond duration (introduction)
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FRM: Operational Risk in Basel II
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5:55
FRM: Three approaches to value at risk (VaR)
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FRM: Monte carlo simulation: Brownian motion
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FRM: Interest rate swap
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FRM: Calculate forward given spot rate
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FRM: Covered call versus protective put
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Three approaches to value at risk (VaR) and volatility (FRM T4-1)
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FRM: How to calculate (simple) historical volatlity
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Forecast volatility with GARCH(1,1) (FRM T2-24)
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FRM: How to value an interest rate swap
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Solvency Ratios, CFA L1 (Financial Statements)
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FRM: Bootstrapping the Treasury spot rate curve
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Fixed Income: Infer discount factors, spot, forwards and par rat…
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FRM: Using Excel to simulate standard random normal variable
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FRM: Valuation of credit default swap (CDS)
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FRM: Using Excel to calculate Black-Scholes-Merton option price
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Modified duration of zero-coupond bond (FRM practice question)
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FRM: Order Types (market, limit, stop, stop-limit)
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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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