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

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

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

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

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

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

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

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

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

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

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

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

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

Volatility Smile and Skew | FRM Part 2 | Market Risk

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

Study Sequence for FRM Part 2 (2024)

Equity Swaps Explained: Pricing and Valuation | CFA Level 2

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

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

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

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

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

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

SOFR Futures Explained | FRM Part 1

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