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Condensed Note of FRM Part 1 – Valuation & Risk Models 2022

Description

On this course, now we have condensed the content material from the Valuation and Risk Models (VRM) e-book of FRM Part 1 examination. It’s our goal to let these candidates who haven’t began finding out can decide up all mandatory ideas wanted for the examination inside a short while body (and an affordable value), with the following help of examination financial institution. Candidates who’ve a quick understanding are additionally welcomed to verify if there may be something lacking out of your earlier research.

Note that we at present do not need intention to offer movies for explaining the ideas since we consider practices are extra environment friendly in reinforcing your data. Having stated that, if there are giant calls for on movies for sure matters, we wish to create.

The course contains the next matters for VRM part of FRM Part 1 examination (2022):

1. Measures of Monetary Risk

2. Calculating and Making use of VaR

3. Measuring and Monitoring Volatility

4. Exterior and Inner Credit score Rankings

5. Nation Risk: Determinants, Measures, and Implications

6. Measuring Credit score Risk

7. Operational Risk

8. Stress Testing

9. Pricing Conventions, Discounting, and Arbitrage

10. Curiosity Charges

11. Bond Yields and Return Calculations

12. Making use of Period, Convexity, and DV01

13. Modeling Non-Parallel Time period Construction Shifts and Hedging

14. Binomial Bushes

15. The Black-Scholes-Merton Mannequin

16. Choice Sensitivity Measures: The “Greeks”


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