FRM考前：没时间！如何一次性通过考试
从frm学习来说，我觉得一级内容是比较简单，除了就可能算二叉树比较时间长外，其他感觉还好，所以我基本集中在二级上。二级的内容有一些内容还是比较复杂，考试时候基本很多东西未见过，只能靠平时工作和新闻的积累感觉。而且覆盖的内容太多太散，复习的内容基本很少考到...
备考FRM一级
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【FRM每日一题】二级：操作风险测量与管理（四）
A firm’s financial planning department reports that a project’s proposed risk-adjusted return on capital (RAROC) is 13 percent, the risk-free rate is 3 percent, the market return is 11 percent and the firm’s equity beta is 1.3...备考FRM二级 -
【FRM每日一题】一级：金融市场与产品
If all spot interest rates are increased by one basis point, a value of a portfolio of swaps will increase by $1000. For hedging the portfolio，how many Eurodollar futures contracts are needed...备考FRM一级 -
【FRM每日一题】二级：信用风险测量与管理（3）
In pricing a first-to-default credit basket swap, which of the following is true, all else being equal...备考FRM二级 -
FRM考试内容：基差风险（basis risk）
FRM考试中，关于金融衍生产品的部分很多，期货的相关计算也是考试重点。金程FRM小编今天就来为大家简单介绍一下期货中的基差风险...备考FRM一级 -
【FRM每日一题】一级：风险管理基础
A fund manager recently received a report on the performance of his portfolio over the last year. According to the report, the portfolio return is 8.6%, with a standard deviation of 13.5%, and beta of 0.86. The risk-free rate is 3.6%, what is its Sharpe ratio...备考FRM一级 -
【FRM每日一题】二级：案例强化（3）
A portfolio consists of two positions. The VaR of the two positions are $100 million and $20 million. If the returns of the two positions are not correlated, the VaR of the portfolio would be closest to...备考FRM二级 -
【FRM每日一题】二级：信用风险测量与管理（2）
Suppose there is a $1,000,000 portfolio with n = 50 credits that each has a default probability of π =0.02 percent and a zero recovery rate, the default correlation is 0. In addition, each credit is equally weighted and has a...备考FRM二级 -
【FRM每日一题】一级：风险管理&定量
IManagement of the organization is ultimately responsible for risk oversight...备考FRM一级 -
FRM考试更改考点截止于10月15日
2015年11月FRM考试考生在咨询关于“FRM考试更改考点”问题，考生因个人原因如工作调动、毕业求学等原因，需要更改原FRM考试考点，怎么操作？怎么更改FRM考试考点...备考FRM一级 -
【FRM每日一题】一级：估值与风险模型
Assume that a trader wishes to set up a hedge such that he sells $100,000 of a Treasury bond and buys Treasury TIPS as a hedge. Using a historical yield regression framework, assume the hedge adjustment factor ...备考FRM一级 -
【FRM每日一题】一级：定量分析
The λ of an exponentially weighted moving average (EWMA) model is estimated to be 0.8. Daily standard deviation is estimated to be 2.5%, and today’s stock market return is 0.9%. What is the new estimate of the standard deviation...备考FRM一级 -
【FRM每日一题】一级：风险管理&定量
Suppose the estimate of the volatility today is 6.0% and the asset return is -3.0%. What is the estimate of the long-run average volatility per day...备考FRM一级 -
FRM金融风险管理师公式表大汇总(收藏)
2015年11月FRM考试时间为11月21日，距离考试越来越近，金程教育集结十余名金牌FRM师资，凝结200个必考点，数百道真题讲解，90%以上命中率...备考FRM一级 -
【FRM每日一题】一级：风险管理&定量
In pricing a derivative using the Monte Carlo method, we need to stimulate a reasonable number of paths for the price of the underlying asset. Suppose we use a simple model for the return of the underlying asset...备考FRM一级