FRM Part 2 - Book 1 - Market Risk (Part 1/2)
FRM Part 2 - Book 1 - Market Risk (Part 1/2)
James Forjan has taught graduate and post-graduate finance classes for over 25 years and has also co-authored college-level investment books. His resume includes:
BS in Accounting
Master of Science in Finance
PhD in Finance (minor in Economics, two PhD level courses in Econometrics)
Completed the CFA Program in 2004 and earned the CFA charter later that year
College professor who taught at six institutions since classes such as Corporate Finance, Investments, Derivatives Securities, International Finance
In this course, Prof. James Forgan, PhD, summarizes the first 9 chapters from the Market Risk Measurement and Management book so you can learn or review all of the important concepts for your FRM part 2 exam.
This course includes the following chapters:
1. Estimating Market Risk Measures
2. Non-Parametric Approaches
3. Parametric Approaches (II): Extreme Value
4. Backtesting VaR
5. VaR Mapping
6. Messages from the Academic Literature on Risk Management for the Trading Book
7. Some Correlation Basics: Properties, Motivation, Terminology
8. Empirical Properties of Correlation: How Do Correlations Behave in the Real World?
9. Financial Correlation Modeling – Bottom-Up Approaches
FRM Course by Prof. James Forjan, PhD
Url: View Details
What you will learn
- FRM Part 2 - Book 1 - Market Risk (Part 1/2)
Rating: 4.25
Level: All Levels
Duration: 5 hours
Instructor: Analyst Prep
Courses By: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
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