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FRM: Intro to Quant Finance: Volatility
Bionic Turtle
20 ธ.ค. 2007
การดู 54,360 ครั้ง
Intro to Quant Finance: Periodic Rate of Return
1. Introduction, Financial Terms and Concepts
Lognormal value at risk (VaR, FRM T5-01)
Expected shortfall: approximating continuous, with code (ES continous, FRM T5-03)
Expected shortfall (ES, FRM T5-02)
Value at Risk (VaR) Backtest (FRM T5-04)
Value (VaR) Mapping a fixed-income portfolio (FRM T5-05)
Risk-neutral probabilities (FRM T5-07)
Level 1 Chartered Financial Analyst (CFA ®): Sampling and Estimation
Convexity and risk premium impacts on shape of term structure (FRM T5-08)
External Credit Ratings (FRM T4-44)
Why par yields are the best interest rate measure
Level 1 Chartered Financial Analyst (CFA ®): Common Probability Distributions
Binomial test: if Elon Musk samples 100 twitter accounts, how many bots (fakes) are too many?
Fixed Income: Key rate shift technique (FRM T4-43)
R Programming: Introduction: ggplot for capital market line (CML, R Intro-08)
CFA - Tackling Classic Duration Questions
R Programming Finance: Load historical stock price series (rfinance-01)
Rank Correlations: Spearman's and Kendall's Tau (FRM T5-06)
A conversation with Mark Meldrum, aka the GOAT (who has joined us at CeriFi by the way)