finRGB

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

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

What does the Autocorrelation vs Lag Plot (Correlogram) tell us? (FRM Part 1, Quantitative Analysis)

Marginal Incremental and Component VaR (Solved Example)(FRM Part 2, Book 5, Investment & Risk Mgmt)

FX Swaps Explained | FRM Part 1, FRM Part 2 | CFA Level 1, CFA Level 3

Expected Value and Variance of a Discrete Random Variable | FRM Part 1 | Quantitative Analysis

Moving Average (MA) Models | Time Series Analysis | FRM Part 1 | CFA Level 2

Equity Swaps Explained: Pricing and Valuation | CFA Level 2

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

Index Credit Default Swaps Explained | FRM Part 2 | Credit Risk

Cox Ingersoll Ross Model (Solved Example)(FRM Part 2, Book 1, Market Risk)

Impact of Interest Rates on Option Prices (CFA Level 1, FRM Part 1 Financial Markets & Products)

SOFR Futures Explained | FRM Part 1

Overnight Index Swaps (OIS) Explained | Mechanics and Use (FRM Part 1)

Net Stable Funding Ratio (NSFR) Explained | FRM Part 2 | Liquidity Risk

One Sided Confidence Intervals (FRM Part 1, Book 2, Quantitative Analysis)

Bootstrapping | Bootstrap Resampling in Statistics | CFA Level 1 | FRM Part 1 | FRM Part 2

Expected Shortfall for Discrete Distribution - Solved Example (FRM Part 1, FRM Part 2)

Bond Pricing Between Coupon Dates (Solved Example)(CFA Level 1, FRM Part 1 Valuation & Risk Models)

White Noise (Time Series Analysis) (FRM Part 1, Book 2, Quantitative Analysis)

Valuing Interest Rate Swaps (Solved Example) (FRM Part 1, Book 3, Financial Markets and Products)

Bullet Vs Barbell Strategy (CFA Level 3 | FRM Part 1, Book 3, Financial Markets and Products)

Structural Vs Reduced Form Models of Credit Risk (CFA Level 2, FRM Part 2, Book 2, Credit Risk)

Vasicek Model for Credit Risk Capital (FRM Part 1 Valuation & Risk Models, FRM Part 2 Credit Risk)

Callable Bonds Summary (CFA Level 2 | FRM Part 1, Book 3, Financial Markets and Products)

Operational Risk: Loss Distribution Approach | FRM Part 1 (Book 4) | Valuation and Risk Models)

Valuing Cross Currency Swaps (Solved Example) (FRM Part 1, Book 3, Financial Markets and Products)

Capital Conservation Buffer Vs Countercyclical Buffer (FRM Part 2, Book 4, Operational Risk)

Enterprise Risk Management and Future Trends (FRM Part 1, Book 1, Foundations of Risk Management)

Mathematics for Finance: Summations and Products

Study Sequence for FRM Part 2 (2024)

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

Theories of Term Structure of Interest Rates (FRM Exam Part 1, Book 3, Financial Markets & Products)

Liquidity Coverage Ratio (LCR) Explained | FRM Part 2 | Liquidity Risk | CFA Level 2

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

Credit Value-at-Risk (VaR) | FRM Part 2 | Credit Risk

Equity Swaps Explained: Mechanics and Variations | FRM Part 1 | CFA Level 2

Exponential Variables are Memoryless | FRM Part 1 | Quantitative Analysis (Book 2)

Volatility Smile and Skew | FRM Part 2 | Market Risk

Credit Exposure Metrics (EFV, EE, PFE) for Interest Rate Swap | FRM Part 2

Value at Risk (VaR) - Advantages & Disadvantages Explained | FRM Part 1 / FRM Part 2 | CFA Level 2

Non-Deliverable Forwards (NDFs) Explained | CFA Level 3

Covered Vs Uncovered Interest Rate Parity | FRM Part 1 | CFA Level 2

Understanding the Vasicek Formula | FRM Part 1, FRM Part 2 | Valuation and Risk Models (Book 4)

Positive Definite Correlation Matrices | FRM Part 1 (Quantitative Analysis)

Credit Valuation Adjustment (CVA) for a European Option | FRM Part 2 (Credit Risk) | Solved Example

Basis Risk | FRM Part 1 (Book 3, Financial Markets and Products)

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