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

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:

Operation Risk

MBS cdo all types teaching securitization etc

Correlation and Copula

Operation 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:
Multi Variate Models
Back Testing
MBS ABS repayment rate, etc
Bernoulli distribution
Merton Model

Ref: FRM Handbook
Will be updating the post very soon

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