finRGB

0:12:30

Basis Point Volatility vs Yield Volatility (FRM Part 2, Book 1, Market Risk)

0:15:27

Extreme Value Theory - Quick Review (FRM Part 2, Book 1, Market Risk)

0:05:49

Study Sequence for FRM Part 2 (2024)

0:01:01

Understanding N(z) Vs N-Inverse(p) Vs N'(z) in Normal Distribution | FRM Part 1

0:14:47

Formula Review for Book 1 (FRM-Part-1, Book 1, Foundations of Risk Management)

0:21:30

GARCH (1,1) Volatility Model: A Closer Look | FRM Part 1 | Book 4 | Valuation and Risk Models)

0:00:59

FRM Part 2 | 8 Quick Tips for Tackling the Operational Risk Book (Book 3)

0:04:18

FRM Part 1 : Correlations Copulas - 8 (Quantitative Analysis)

0:13:53

Aggregating Individual VaRs to arrive at Firm-wide VaR (FRM Part 2, Book 5, Investment & Risk Mgmt)

0:08:49

Butterfly Option Strategy (Solved Example | FRM Part 1 (Financial Markets and Products)

0:16:03

(FRM Part 2) Study Sequence for Nov 2020

0:13:23

Single Jump and Volatility Smiles (FRM Part 2, Book 1, Market Risk, Volatility Smiles)

0:20:43

Jensen's Inequality (FRM Part 1, Book 2, Quantitative Analysis | FRM Part 2, Book 1, Market Risk)

0:25:53

Convexity Adjustment (Eurodollar Futures) (FRM Part 1, Book 3, Financial Markets and Products)

0:11:54

Duration of Interest Rate Swap (FRM Part 1, Book 3, Financial Markets and Products)

0:16:34

Euler's Theorem And Risk Budgeting (FRM Part 1, Book 4, VRM | FRM Part 2, Book 5, IRM)

0:09:16

FRM Part 1 : Correlations Copulas -1 (Quantitative Analysis)

0:05:24

VaR Mapping a Forward Rate Agreement (FRA) (FRM Part 2, Book 1, Market Risk)

0:15:27

Realized (Historical) Volatility Vs Implied Volatility (FRM Part 2, Book 1, Market Risk)

0:26:09

Forward Rate Agreement (FRA) (FRM Part 1, Book 3, Financial Markets and Products)

0:20:10

Conditional Expectation (FRM Part 1, Book 2, Quantitative Analysis)

0:09:59

Options Adjusting For Stock Splits (FRM Part 1, Book 3, Financial Markets and Products)

0:22:17

Credit Risk - Regulatory & Economic Capital: Solved Example (FRM Part 1, Valuation and Risk Models)

0:18:56

Liquidity Adjusted VaR (Solved Example) (FRM Part 2, Book 4, Liquidity Risk)