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FRM Foundations Of Risk Management Quantitative Methods
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FRM Foundations Of Risk Management Quantitative Methods
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25 Questions

1. Regime - switching volatility model

2. Expected future variance rate (t periods forward)

3. Exact significance level

4. Block maxima

5. Variance of X+b

6. Test for unbiasedness

7. Adjusted R^2

8. Two requirements of OVB

9. Variance of X - Y assuming dependence

10. Hazard rate of exponentially distributed random variable

11. EWMA

12. Two assumptions of square root rule

13. Confidence interval (from t)

14. Covariance calculations using weight sums (lambda)

15. Critical z values

16. Continuously compounded return equation

17. Exponential distribution

18. i.i.d.

19. Unconditional vs conditional distributions

20. Discrete random variable

21. Implications of homoscedasticity

22. WLS

23. Potential reasons for fat tails in return distributions

24. Bootstrap method

25. Cross - sectional

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