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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. Shortcomings of implied volatility

2. Two drawbacks of moving average series

3. POT

4. Skewness

5. Significance =1

6. Potential reasons for fat tails in return distributions

7. Efficiency

8. Exponential distribution

9. Unbiased

10. Time series data

11. Marginal unconditional probability function

12. Implied standard deviation for options

13. Tractable

14. Perfect multicollinearity

15. Poisson Distribution

16. Antithetic variable technique

17. SER

18. Control variates technique

19. Unstable return distribution

20. Confidence interval (from t)

21. Heteroskedastic

22. Two requirements of OVB

23. Covariance calculations using weight sums (lambda)

24. Poisson distribution equations for mean variance and std deviation

25. Multivariate probability

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