Linear and non-linear derivative. Monte Carlo, Stress testing and Scenario Analysis. Full Revaluation approach and Delta normal approach. RBei Classes Deepak Goyal CFA FRM rbeiset RajBala Educational Institutions Pvt. Ltd.
FRM Part 1: Measures of Financial Risk Book 4. This will cover topics of VaR ( Value at Risk), Mean Variance Framework, Expected Shortfall, Limitations of VaR, Coherent Risk Measure. Book 4 Valuation and Risk Models
13 min
About Deepak Goyal RBei Classes
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This Podcast will cover all important topics for CFA and FRM