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Financial Risk Manager® (FRM). Free resource
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P1.T2. Quantitative Methods (20%)
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R10.P1.T1.BODIE_CH10_SINGLE_FACTOR_MODEL_vs_CAPM
gargi.adhikari
Nov 10, 2017
Replies
5
Views
1K
Feb 5, 2018
tusharkango
T
C
P1.T2.80.1 Confidence Intervals
CoinDrop
Apr 11, 2014
Replies
9
Views
2K
Feb 4, 2018
David Harper CFA FRM
Miller Chapter 3: Basic Statistics - Study Notes
Dr. Jayanthi Sankaran
Jan 18, 2015
2
Replies
30
Views
5K
Feb 4, 2018
David Harper CFA FRM
A
Quant Analysis - Basics
anderale
Feb 1, 2018
Replies
1
Views
1K
Feb 1, 2018
Nicole Seaman
S
Where are Miller's EOC Q&A discussed? Do we need to know calculus for the FRM?
sandrasp
Jan 29, 2018
Replies
3
Views
2K
Jan 31, 2018
sandrasp
S
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P1.T2.Diebold, Ch8: MA(q) Process-Conditional Mean
gargi.adhikari
Jan 24, 2018
Replies
2
Views
883
Jan 24, 2018
gargi.adhikari
G
J
Diebold Ch5/6 Video - Seasonality Regression
Jared Seguin
Jan 23, 2018
Replies
3
Views
889
Jan 23, 2018
Jared Seguin
J
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Z-score, t-statistics
Tereza
Dec 20, 2017
Replies
3
Views
1K
Dec 21, 2017
David Harper CFA FRM
Q
Probability matrix
QuantFFM
Aug 13, 2017
Replies
9
Views
2K
Dec 5, 2017
luan22
L
S
Difference between covariance and Var(X+Y)
shivanin
Mar 6, 2017
Replies
4
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14K
Nov 29, 2017
luan22
L
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R16.P1.T2.HULL_CH11:Topic:BIVARIATE_NORMAL_DISTRIBUTION_Eg
gargi.adhikari
Oct 4, 2017
Replies
6
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2K
Nov 17, 2017
berrymucho
J
Multiple Regression Coefficient Testing (garp16-p1-09)
jehwang
Nov 12, 2017
Replies
1
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1K
Nov 12, 2017
berrymucho
G
What is posiitve semi-definite matrix? (R16.P1.T2.HULL_CH11)
gargi.adhikari
Oct 4, 2017
Replies
8
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3K
Nov 3, 2017
jessicawhite999
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P1.T2.Diebold, Ch8: AR(p) Properties-covariant-stationary
gargi.adhikari
Oct 30, 2017
Replies
4
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2K
Nov 1, 2017
gargi.adhikari
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F
Miller - End of Chapter question - Hypothesis testing and Confidence Intervals
Fab
Oct 25, 2017
Replies
2
Views
2K
Oct 26, 2017
Fab
F
G
R15.P1.T2.DIEBOLD_CH7_Topic: WOLD'S_REPRESENTATION & COVARIANT-STATIONARY
gargi.adhikari
Oct 13, 2017
Replies
1
Views
1K
Oct 14, 2017
David Harper CFA FRM
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R15.P1.T2.DIEBOLD_CH7_PARTIAL_AUTO-CORRELATION
gargi.adhikari
Oct 10, 2017
Replies
2
Views
1K
Oct 13, 2017
gargi.adhikari
G
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R16.P1.T2.HULL_CH11_TOPIC:UPDATED_CORRELATION_using_GARCH
gargi.adhikari
Oct 3, 2017
Replies
2
Views
856
Oct 3, 2017
gargi.adhikari
G
T
Confidence Intervals P1.T2 Miller Chpt 7
tbc1984
Aug 31, 2017
Replies
5
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2K
Sep 4, 2017
David Harper CFA FRM
Conditional Expectation of MA(1)
brian.field
Jan 15, 2016
2
Replies
22
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5K
Aug 7, 2017
ami44
A
M
Hybrid VaR - Interpolation
modigliani
Jul 29, 2017
Replies
1
Views
1K
Jul 30, 2017
David Harper CFA FRM
S
Hybrid approach to compute VaR
sl
Apr 7, 2011
Replies
7
Views
7K
Jul 30, 2017
David Harper CFA FRM
M
Coskewness and Cokurtosis
mh2452
Feb 21, 2016
Replies
3
Views
2K
Jul 4, 2017
Nicole Seaman
S
Confidence intervals....one tail or two tailed?
shivanin
May 16, 2017
Replies
4
Views
13K
May 16, 2017
shivanin
S
GARCH equations
Mohamed.FRM
Sep 2, 2014
Replies
9
Views
3K
Apr 26, 2017
David Harper CFA FRM
A
Multiple regression
aligardezi
Apr 15, 2017
Replies
4
Views
1K
Apr 18, 2017
aligardezi
A
E
Econometric meaning/interpretation of the intercept term (except the CAPM definition)
emilioalzamora1
Apr 12, 2017
Replies
0
Views
2K
Apr 12, 2017
emilioalzamora1
E
E
Linearity in regression parameters (alpha, beta) - application question
emilioalzamora1
Apr 5, 2017
Replies
2
Views
731
Apr 10, 2017
Matthew Graves
M
P1.T2.300.1 Probability functions Question
PortoMarco79
Feb 23, 2016
Replies
17
Views
3K
Mar 29, 2017
ShaktiRathore
S
denominator (n-1) of sample variance
Sergio Guerrero
Feb 23, 2017
Replies
6
Views
4K
Feb 28, 2017
Sergio Guerrero
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