CFA FRM BAT Modeling Free Online Classes Course

CFA FRM BAT Modeling Free Online Classes Course

Online Classes for CFA FRM BAT MATLAB

Free Online Course on CFA FRM BAT MATLAB by Shivgan Joshi

Schedule & Pricing

BLOGCFAPosted by shivgan Wed, September 05, 2012 07:29:13
Weekends: 2 hours each in 4 session on 10-12, 1-3, 4-6, 7-9.

Similiar 8 hours engagements on holidays.
Target of 8 sessions on weekends.
Delay SAS exam.

Embedded cost for taking the session is 3k + 1k = 4k per month.
Class price to be: 5 USD per session for 8 sessions = 40 USD for 1 weekend if single registration for all session.

Class scheduled for the next 2 months for people to plan the sesison.

Alternatively 10 min videos for all sessions can be another option.

Add to that doing nothing can be one option.

Weekday classes from Monday onwards 10-11 PM. 11:10-12:10 PM.

Internet Tikona

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Practical / Interview Topics in FRM L2

BLOGCFAPosted by shivgan Tue, September 04, 2012 13:12:38
BASEL

CDO/MBS valuation/ trenching subordination/ junior senior equity tranches, etc in ABS

CDS, default probability, etc are also intresting

R for Equity Quant
Merton Model can be simulated in R using the stock price that we already have in our system
Computation of implied volatility using reverse BS model
R has powerful and scalable access to huge database using QMysSQL



Most of the companies like Delloit, KPMG, Merry Lynch, etc take fixed income people and Risk people with FRM L2 pass and modeling skills with some formal education and experience in risk.

Best strategy is to learn R MATLAB SAS. Then pass FRM L2 CFA L2 to make an immpecible attempt to get there.

2 hour test includes news, frm 2, cfa l2, gmat, etc.

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Courses under development

BLOGCFAPosted by shivgan Sun, August 26, 2012 17:27:25
FRM 2: Market credit operations

BAT: CDS, Structure Finance, BAT Terminals uses and chart of day, interest rate science

MATLAB Finance for FRM L2 on system

R for Financial Engineering

GMAT Critical Reasoning for MS/MBA Finance

SAS with Financial data (fixed Income & derivatives) & SAS base certification exam

High priority SAS Course with examples on system

GMAT Dec,FRM Nov, CFA June

VBA / VB.NET from Financial Markets or other books from IIQ*

(this might be helpful in current scnerio where VBA is favorite in market)

Working in progress in these areas:

MATLAB for Financial Risk Management

MATLAB Credit Risk

Market Risk / Credit Risk / Operation Risk in MATLAB

Financial Times Series MATLAB

SAS Credit Risk

SAS Financial Risk Management

SAS Base tutorials

R Financial Risk Management

VaR in MATLAB / SAS / R

For any query or detailed about structure or starting of course please email me at shivgan3@gmail.com Shivgan Joshi



R is more extensively used than SAS+MATLAB as it can do. Hence R and VBA forms a better combination. Ofcourse playing with SQL using R forms a better match.

A course very similar to MATLAB for R can be framed as you have already done.

check out course on VBA from Wiziq, it is like 30 hours for 3k which is cheap enough.

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FRM L2 Credit Market Operational Risk Free Prep Links

BLOGCFAPosted by shivgan Sun, August 26, 2012 11:18:46

Important links to read from Wiki for FRM level 2:

http://en.wikipedia.org/wiki/Extreme_value_theorem

http://en.wikipedia.org/wiki/Basel_II

Operation Risk

http://en.wikipedia.org/wiki/Merton_Model

http://en.wikipedia.org/wiki/Kernel_density_estimation

http://en.wikipedia.org/wiki/Exotic_option

MBS cdo all types teaching securitization etc

http://en.wikipedia.org/wiki/Mortgage-backed_security

http://en.wikipedia.org/wiki/Collateralized_debt_obligation

Correlation and Copula

http://en.wikipedia.org/wiki/Copula_(probability_theory)

Operation risk

http://en.wikipedia.org/wiki/Standardized_approach_(operational_risk)

Jensons Aplha and information ratio CAPM revision

KMV model not on wiki

Crediting scoring model

Trading gamma (interview question)

Fixed income arbitrage

Portfolio of CFA FRM are same

Topics of interest:
EVT
Multi Variate Models
Back Testing
Copula
MBS ABS repayment rate, etc
Bernoulli distribution
Merton Model

Ref: FRM Handbook
Will be updating the post very soon

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