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559 видео
R Programming Tidyverse: What is tidy data? (tidy-01)
Accrual Accounting
FRM: Currency swap
FRM: Treasury inflation-protected securities (TIPS)
FRM: Car lease versus purchase
FRM: Hedging equity portfolio with S&P index futures
FRM: How to get yield to maturity (YTM) with Excel & TI BA II+
Value of a futures contract (FRM T3-3)
FRM: Standard error of estimate (SEE)
R Programming Tidyverse: readr package to import data (csv, tab-separated, fixed-width) (tidy-02)
FRM: Order Types (market, limit, stop, stop-limit)
Theoretical Price of Treasury Bond Futures Contract (FRM T3-27)
Earnings per share (EPS), basic and diluted
R Programming Intro: Load flat/CSV/excel file with built-in read.table function or readxl (intro-07)
FRM: Binomial (one step) for option price
FRM: Basket credit default swap (CDS)
Level 1 Chartered Financial Analyst (CFA ®): Statistical concepts and Quantiles
Expected shortfall (ES, FRM T5-02)
Probability functions: pdf, CDF and inverse CDF (FRM T2-1)
FRM: Time-weighted versus dollar-weighted (IRR) returns
FRM: How to calculate (simple) historical volatlity
FRM: Exponentially weighted moving average (EWMA)
Asset-backed commercial paper (ABCP) conduit to securitize r
FRM: Operational Risk in Basel II
Fixed Income: Bullet versus Barbell Bond Portfolio (FRM T4-40)
FRM: Lognormal distribution
Fixed income: Carry roll down (FRM T4-31)
Chi-square test of population variance
FRM: Monte carlo simulation: Brownian motion
Rank Correlations: Spearman's and Kendall's Tau (FRM T5-06)
FRM: Interest rate swap
Option gamma (FRM T4-15)
FRM: Nonlinear interpolation with Solver to construct yield curve
Convexity and risk premium impacts on shape of term structure (FRM T5-08)
FRM: Regression #4: ANOVA table in regression
Binomial option pricing model: up/down jumps based on volatility (FRM T4-7)
Credit enhancements in a securitization
A conversation with Mark Meldrum, aka the GOAT (who has joined us at CeriFi by the way)
Level 1 Chartered Financial Analyst (CFA ®): Conditional, unconditional and joint probabilities
Covariance: population vs. sample, and relationship to correlation (FRM T2-8)
FRM: Collateralized debt obligation (Balance Sheet CDO)
FRM: Treasury STRIPS
Finding nth ordered loss (percentile) in historical simulation (HS) VaR
R Programming: Introduction: ggplot for capital market line (CML, R Intro-08)
FRM: GARCH(1,1) to estimate volatility
FRM: Forward rate agreement (FRA)
FRM: Coefficient of determination (r-squared)
Level 1 Chartered Financial Analyst (CFA ®): Common Probability Distributions
2012 FRM Foundations T1.b
Activity Ratios, CFA L1 (Financial statements)
