15:04

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

13:38

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

11:37

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

16:40

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

23:05

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

14:15

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

16:22

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

15:29

Volatility Smile and Skew | FRM Part 2 | Market Risk

12:45

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

05:49

Study Sequence for FRM Part 2 (2024)

20:38

Equity Swaps Explained: Pricing and Valuation | CFA Level 2

14:22

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

18:53

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

14:15

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

17:00

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

17:32

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

24:27

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

17:45

SOFR Futures Explained | FRM Part 1

15:44

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

12:49

Variance Swaps Explained | Mechanics & Use | FRM Part 1 | CFA Level 3

18:00

Do I need to be strong at Math to ace the FRM exam? (FRM Part 1, FRM Part 2)

17:04

Put Call Forward Parity for European Options (FRM Part 1, CFA Level 1)

13:09

Monte Carlo Variance Reduction using Antithetic Variates (FRM Part 1, Quantitative Analysis)

06:47

Wrong Way Risk - An Introduction (FRM Part 1 / FRM Part 2, Book 2, Credit Risk)

15:09

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

08:08

Expected Shortfall for Uniform Distribution (Solved Example)(FRM Part 1, Valuation and Risk Models)

14:20

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

14:40

10 Tips to Pass FRM Part 2 Exam

14:47

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

19:15

Vasicek Model Vs Cox Ingersoll Ross (CIR) Model (FRM Part 2, Book 1, Market Risk)

18:44

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

18:53

Random Walks and Unit Root Processes (FRM Part 1, Book 2, Quantitative Analysis)

22:32

Credit Exposure Metrics EE, PFE, EPE, ENE, EEE, EEPE Explained (FRM Part 2, Book 2, Credit Risk)

20:50

Sample Moments: A Review (FRM Part 1, Book 2, Quantitative Analysis)

13:15

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

10:00

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

15:27

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

20:09

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

17:10

xVA: An Introduction (FRM Part 2, Book 2, Credit Risk)

18:38

Lognormal Distribution Assumption for Stock Prices (Solved Example)(FRM Part 1, Book 4, VRM)

11:56

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

16:26

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

09:30

Binomial Distribution (Solved Example) (FRM Part 1, Book 2, Quantitative Analysis)

05:04

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

08:49

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

09:27

CVA Calculation for Risky Bond (Solved Example) (FRM Part 2, Book 2, Credit Risk)

20:11

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

11:51

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

17:02

Static Option Replication (FRM Part 1, Book 3, Financial Markets and Products, Exotic Options)

14:44

FRM Part 1 Formulas: The best way to deal with them.

16:03

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

14:24

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

14:34

Warrants: Features, Valuation & Dilution Cost (Solved Example)(FRM Part 1, Valuation & Risk Models)

20:30

Fundamental Review of Trading Book (FRTB): Quick Recap (FRM Part 2, Book 1, Market Risk)

16:45

Mathematics for Finance: Summations and Products

25:53

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

14:44

Conditional Independence (vs Independence) (FRM Part 1, Book 2, Quantitative Analysis)

27:01

Mathematics for Finance: Taylor Series Approximations (Solved Example)

11:26

Binomial Option Pricing Model (Risk Neutral Valuation Approach) | FRM Part 1

05:52

Binomial Option Pricing Model (Replicating Portfolio Approach) | FRM Part 1