FRM® part II – MARKET RISK

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  • FRM2.MR: So delta =0.5 thì tương đương vay broker : 50% 

    Started by Teaching Assistant, last reply 2 years ago by Teaching Assistant

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  • FRM2.MR: Expected Shortfall

    Started by Teaching Assistant, last reply 2 years ago by Teaching Assistant

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  • FRM2.MR: Bài tập cách tính giá bond

    Started by Teaching Assistant, last reply 2 years ago by Teaching Assistant

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  • FRM2.MR: vì sao k dùng giá trị của trái phiếu MBS trong binominal tree

    Started by Teaching Assistant, last reply 2 years ago by Teaching Assistant

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  • FRM2.MR: mục 15.2  trong bài 15 Volatility Smiles

    Started by Teaching Assistant, last reply 2 years ago by Teaching Assistant

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  • FRM2.MR: 2 asset (2 companies) nên chỉ có 1 correlation

    Started by Teaching Assistant, last reply 2 years ago by Teaching Assistant

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  • FRM2.MR: Backtest Var, Trong video MR2 (ở khoảng 1h20′)

    Started by Teaching Assistant, last reply 2 years ago by Teaching Assistant

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  • FRM2.MR: sao tính VaR lại không có E(R) ? 

    Started by Teaching Assistant, last reply 2 years ago by Teaching Assistant

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  • FRM2.MR: Chuyển từ curve về I/R rate mình ko phải convert gì ạ?

    Started by Teaching Assistant, last reply 2 years ago by Teaching Assistant

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  • FRM2.MR: default correlation tăng, spread của equity tranches giảm?

    Started by Teaching Assistant, last reply 3 years ago by Teaching Assistant

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