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Chapter 4: Multivariate Random Variables

FRM® Part 1 Basic Chapter 4: Multivariate Random Variables
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Study Notes: Multivariate Random Variables
Practice Question Set: Multivariate Random Variables
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Foundations of Risk Management
Chapter 1: The Building Blocks of Risk Management
2 Topics
Study Notes: The Building Blocks of Risk Management
Practice Question Set: The Building Blocks of Risk Management
Chapter 2: How Do Firms Manage Financial Risk?
2 Topics
Study Notes: How Do Firms Manage Financial Risk?
Practice Question Set: How Do Firms Manage Financial Risk?
Chapter 3: The Governance of Risk Management
2 Topics
Study Notes: The Governance of Risk Management
Practice Question Set: The Governance of Risk Management
Chapter 4. Credit Risk Transfer Mechanisms
2 Topics
Study Notes: Credit Risk Transfer Mechanisms
Practice Question Set: Credit Risk Transfer Mechanisms
Chapter 5: Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
2 Topics
Study Notes: Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
Practice Question Set: Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
Chapter 6: The Arbitrage Pricing Theory and Multifactor Models of Risk and Return
2 Topics
Study Notes: APT and Multifactor Models of Risk and Return
Practice Question Set: APT and Multifactor Models of Risk and Return
Chapter 7: Principles for Effective Data Aggregation and Risk Reporting
2 Topics
Study Notes: Principles for Effective Data Aggregation and Risk Reporting
Practice Question Set: Risk Data Aggregation and Reporting Principles
Chapter 8: Enterprise Risk Management and Future Trends
2 Topics
Study Notes: Enterprise Risk Management (ERM) and Future Trends
Practice Question Set: ERM and Future Trends
Chapter 9: Learning from Financial Disasters
2 Topics
Study Notes: Learning from Financial Disasters
Practice Question Set: Learning from Financial Disasters
Chapter 10: Anatomy of the Great Financial Crisis
2 Topics
Study Notes: Anatomy of the Great Financial Crisis
Practice Question Set: Anatomy of the Great Financial Crisis
Chapter 11: GARP Code of Conduct
2 Topics
Study Notes: GARP Code of Conduct
Practice Question Set: GARP Code of Conduct
Foundations of Risk Topic Review
1 Topic
Learning Spreadsheets: P1.T1.XLS Bundle
Quantitative Analysis
Chapter 1: Fundamentals of Probability
2 Topics
Study Notes: Fundamentals of Probability
Practice Question Set: Fundamentals of Probability
Chapter 2: Random Variables
2 Topics
Study Notes: Random Variables
Practice Question Set: Random Variables
Chapter 3: Common Univariate Random Variables
2 Topics
Study Notes: Common Univariate Random Variables
Practice Question Set: Common Univariate Random Variables
Chapter 4: Multivariate Random Variables
2 Topics
Study Notes: Multivariate Random Variables
Practice Question Set: Multivariate Random Variables
Chapter 5: Sample Moments
2 Topics
Study Notes: Sample Moments
Practice Question Set: Sample Moments
Chapter 6: Hypothesis Testing
2 Topics
Study Notes: Hypothesis Testing
Practice Question Set: Hypothesis Testing
Chapter 7: Linear Regression
2 Topics
Study Notes: Linear Regression
Practice Question Set: Linear Regression
Chapter 8: Regression with Multiple Explanatory Variables
2 Topics
Study Notes: Regression with Multiple Explanatory Variables
Practice Question Set: Regression with Multiple Explanatory Variables
Chapter 9: Regression Diagnostics
2 Topics
Study Notes: Regression Diagnostics
Practice Question Set: Regression Diagnostics
Chapter 10: Stationary Time Series
2 Topics
Study Notes: Stationary Time Series
Practice Question Set: Stationary Time Series
Chapter 11: Nonstationary Time Series
2 Topics
Study Notes: Nonstationary Time Series
Practice Question Set: Nonstationary Time Series
Chapter 12: Measuring Return, Volatility, and Correlation
2 Topics
Study Notes: Measuring Return, Volatility, and Correlation
Practice Question Set: Measuring Return, Volatility, and Correlation
Chapter 13: Simulation and Bootstrapping
2 Topics
Study Notes: Simulation and Bootstrapping
Practice Question Set: Simulation and Bootstrapping
Chapter 14: Machine-Learning Methods
2 Topics
Study Notes: Machine-Learning Methods
Practice Questions: Machine-Learning Methods
Chapter 15: Machine Learning and Prediction
2 Topics
Study Notes: Machine Learning and Prediction
Practice Questions: Machine Learning and Prediction
Quantitative Analysis Topic Review
4 Topics
Learning Spreadsheets: P1.T2.a XLS Bundle
Learning Spreadsheets: P1.T2.b XLS Bundle
Learning Spreadsheets: P1.T2.c XLS Bundle
Learning Spreadsheets: P1.T2.d XLS Bundle
Financial Markets & Products
Chapter 1: Banks
2 Topics
Study Notes: Banks
Practice Question Set: Banks
Chapter 2. Insurance Companies and Pension Plans
2 Topics
Study Notes: Insurance Companies and Pension Plans
Practice Question Set: Insurance Companies and Pension Plans
Chapter 3: Fund Management
2 Topics
Study Notes: Fund Management
Practice Question Set: Fund Management
Chapter 4. Introduction to Derivatives
2 Topics
Study Notes: Introduction to Derivatives
Practice Question Set: Introduction to Derivatives
Chapter 5: Exchanges and OTC Markets
2 Topics
Study Notes: Exchanges and OTC Markets
Practice Question Set: Exchanges and OTC Markets
Chapter 6: Central Clearing
2 Topics
Study Notes: Central Clearing
Practice Question Set: Central Clearing
Chapter 7: Futures Markets
2 Topics
Study Notes: Futures Markets
Practice Question Set: Futures Markets
Chapter 8: Using Futures for Hedging
2 Topics
Study Notes: Using Futures for Hedging
Practice Question Set: Using Futures for Hedging
Chapter 9: Foreign Exchange Markets
2 Topics
Study Notes: Foreign Exchange Markets
Practice Question Set: Foreign Exchange Markets
Chapter 10: Pricing Financial Forwards and Futures
2 Topics
Study Notes: Pricing Financial Forwards and Futures
Practice Question Set: Pricing Financial Forwards and Futures
Chapter 11: Commodity Forwards and Futures
2 Topics
Study Notes: Commodity Forwards and Futures
Practice Question Set: Commodity Forwards and Futures
Chapter 12: Options Markets
2 Topics
Study Notes: Options Markets
Practice Question Set: Options Markets
Chapter 13: Properties of Options
2 Topics
Study Notes: Properties of Options
Practice Question Set: Properties of Options
Chapter 14: Trading Strategies
2 Topics
Study Notes: Trading Strategies
Practice Question Set: Trading Strategies
Chapter 15: Exotic Options
2 Topics
Study Notes: Exotic Options
Practice Question Set: Exotic Options
Chapter 16: Properties of Interest Rates
2 Topics
Study Notes: Properties of Interest Rates
Practice Question Set: Properties of Interest Rates
Chapter 17: Corporate Bonds
2 Topics
Study Notes: Corporate Bonds
Practice Question Set: Corporate Bonds
Chapter 18: Mortgages and Mortgage-Backed Securities
2 Topics
Study Notes: Mortgages and Mortgage-Backed Securities
Practice Question Set: Mortgages and Mortgage-Backed Securities
Chapter 19: Interest Rate Futures
2 Topics
Study Notes: Interest Rate Futures
Practice Question Set: Interest Rate Futures
Chapter 20: Swaps
2 Topics
Study Notes: Swaps
Practice Question Set: Swaps
Financial Markets & Products Topic Review
4 Topics
Learning Spreadsheets: P1.T3.a XLS Bundle
Learning Spreadsheets: P1.T3.b XLS Bundle
Learning Spreadsheets: P1.T3.c XLS Bundle
Learning Spreadsheets: P1.T3.d XLS Bundle
Valuation & Risk Models
Chapter 1: Measures of Financial Risk
2 Topics
Study Notes: Measures of Financial Risk
Practice Question Set: Measures of Financial Risk
Chapter 2: Calculating and Applying VaR
2 Topics
Study Notes: Calculating and Applying VaR
Practice Question Set: Calculating and Applying VaR
Chapter 3: Measuring and Monitoring Volatility
2 Topics
Study Notes: Measuring and Monitoring Volatility
Practice Question Set: Measuring and Monitoring Volatility
Chapter 4. External and Internal Ratings
2 Topics
Study Notes: External and Internal Ratings
Practice Question Set: External and Internal Ratings
Chapter 5: Country Risk: Country Risk: Determinants, Measures, and Implications
2 Topics
Study Notes: Country Risk: Country Risk: Determinants, Measures, and Implications
Practice Question Set: Country Risk: Country Risk: Determinants, Measures, and Implications
Chapter 6: Measuring Credit Risk
2 Topics
Study Notes: Measuring Credit Risk
Practice Question Set: Measuring Credit Risk
Chapter 7: Operational Risk
2 Topics
Study Notes: Operational Risk
Practice Questions: Operational Risk
Chapter 8: Stress Testing
2 Topics
Study Notes: Stress Testing
Practice Question Set: Stress Testing
Chapter 9: Pricing Conventions, Discounting, and Arbitrage
2 Topics
Study Notes: Pricing Conventions, Discounting, and Arbitrage
Practice Question Set: Pricing Conventions, Discounting, and Arbitrage
Chapter 10: Interest Rates
2 Topics
Study Notes: Interest Rates
Practice Question Set: Interest Rates
Chapter 11: Bond Yields and Return Calculations
2 Topics
Study Notes: Bond Yields and Return Calculations
Practice Question Set: Bond Yields and Return Calculations
Chapter 12: Applying Duration, Convexity, and DV01
2 Topics
Study Notes: Applying Duration, Convexity, and DV01
Practice Question Set: Applying Duration, Convexity, and DV01
Chapter 13: Modeling and Hedging Non-Parallel Term Structure Shifts
2 Topics
Study Notes: Modeling and Hedging Non-Parallel Term Structure Shifts
Practice Question Set: Modeling and Hedging Non-Parallel Term Structure Shifts
Chapter 14: Binomial Trees
2 Topics
Study Notes: Binomial Trees
Practice Question Set: Binomial Trees
Chapter 15: The Black-Scholes-Merton Model
2 Topics
Study Notes: The Black-Scholes-Merton Model
Practice Question Set: The Black-Scholes-Merton Model
Chapter 16: Option Sensitivity Measures: The “Greeks”
2 Topics
Study Notes: Option Sensitivity Measures: The “Greeks”
Practice Question Set: Option Sensitivity Measures: The “Greeks”
Valuation & Risk Models Topic Review
4 Topics
Learning Spreadsheets: P1.T4.a XLS Bundle
Learning Spreadsheets: P1.T4.b XLS Bundle
Learning Spreadsheets: P1.T4.c XLS Bundle
Learning Spreadsheets: P1.T4.e XLS Bundle
PART I REVIEW
Part 1 Practice Question Review
Formula Sheets
1 Topic
Part 1 Formula Sheets
Interactive Mock Exam
1 Quiz
Part 1 Full Length Interactive Mock Exam 1
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