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MR 11. Regression Hedging and Principal Component Analysis
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MR 10. Financial Correlation Modeling-Bottom up Approaches
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Copy of QA 9. Regression Diagnostics
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Copy of QA 8. Regression with Multiple Explanatory Variables
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Copy of QA 7. Linear Regression
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MR 9. Empirical Properties of Correlation
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MR 8. Correlation Basics
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MR 7. Beyond Exceedance-Based Backtesting of VaR Models
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Copy of QA 6. Hypothesis Testing
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Copy of QA 5. Sample Moments
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Copy of QA 4. Multivariate Random Variables
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Copy of QA 3. Common Univariate Random Variables
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MR 6. Validating BHCs VaR Models
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MR 5. VaR Mapping
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MR 4. Backtesting VaR
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MR 3. Parametric Approaches (II)- Extreme Value
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Copy of FMP 9. Foreign Exchange Markets
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MR 1. Estimating Market Risk Measures
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MR 2. Non-Parametric Approaches
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QA 15. Machine Learning and Prediction
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QA 14. Machine Learning Methods
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QA 13. Simulation and Bootstrapping
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QA 12. Measuring Returns, Volatility and Correlation
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QA 11. Non-stationary Time Series
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Copy of QA 2. Random Variables
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QA 10. Stationary Time Series
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QA 9. Regression Diagnostics
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QA 8. Regression with Multiple Explanatory Variables
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Copy of QA 1. Fundamentals of Probability
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QA 7. Linear Regression
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Copy of FRM 5. Modern Portfolio Theory and the Capital Asset Pricing Model
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Copy of VRM 16. Option Sensitivity Measures- The Greeks
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QA 6. Hypothesis Testing
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QA 5. Sample Moments
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QA 4. Multivariate Random Variables
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Copy of VRM 15. The Black-Scholes-Merton Model
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Copy of VRM 14. Binomial Trees
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Copy of VRM 13. Modeling Non-Parallel Term Structure Shifts and Hedging
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Copy of VRM 12. Applying Duration, Convexity and DV01
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Copy of VRM 11. Bond Yields and Returns Calculations
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QA 3. Common Univariate Random Variables
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QA 2. Random Variables
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QA 1. Fundamentals of Probability
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Copy of VRM 10. Interest Rates
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Copy of VRM 9. Pricing Conventions, Discounting and Arbitrage
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Copy of VRM 8. Stress Testing
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VRM 16. Option Sensitivity Measures- The Greeks
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VRM 15. The Black-Scholes-Merton Model
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VRM 14. Binomial Trees
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Copy of VRM 7. Operational Risk