Home
Value (VaR) Mapping a fixed-income portfolio (FRM T5-05)
Bionic Turtle
Oct 16, 2019
11,755 views
Rank Correlations: Spearman's and Kendall's Tau (FRM T5-06)
Lognormal value at risk (VaR, FRM T5-01)
Fixed income: Bond DV01 (aka, price value of basis point, FRM T4-32)
Risk-neutral probabilities (FRM T5-07)
Value at Risk (VaR) Backtest (FRM T5-04)
Convexity and risk premium impacts on shape of term structure (FRM T5-08)
2015 - FRM : VAR Methods Part I (of 2)
Three approaches to value at risk (VaR) and volatility (FRM T4-1)
Value-at-risk (VaR) - variance-covariance and historical simulation methods (Excel) (SUB)
Fixed Income: Key rate shift technique (FRM T4-43)
Why par yields are the best interest rate measure
Delta-gamma value at risk (VaR) with the Taylor Series Approximation (FRM T4-4)
FRM: Lognormal value at risk (VaR)
Historical simulation (HS VaR): Basic and age-weighted (FRM T4-2)
Expected shortfall (ES, FRM T5-02)
Fed Chair Powell was trying to make sure the stock market didn't get disappointed: Komal Sri-Kumar
Coherent risk measures and why VaR is not coherent (FRM T4-5)
Mad Money - 09/20/24 | Audio Only
R Programming: Introduction: ggplot for capital market line (CML, R Intro-08)
Binomial test: if Elon Musk samples 100 twitter accounts, how many bots (fakes) are too many?