TAILIEUCHUNG - Quantitative Analysis book 2

Quantitative Analysis book 2 Lecture Classifications of Risk defining risk, identifying the classifications of risks and explaining the role played by risk in value creation. | FRM I 2012 Parti I Book2 Quantitative Analysis Schweser study Notes for the FRM Exam KAPLANJ SCHWESER FRM Part I Book 2 Quantitative Analysis Quantitative Analysis The Time Value of Money 3 12 Review of Probability 15 13 Review of Statistics 53 14 Linear Regression with One Regressor 95 15 Regression with a Single Regressor j Hypothesis Tests and Confidence-Intervals 107 16 Linear Regression with Multiple Regressors 119 17 Hypothesis Tests and Confidence Intervals in Multiple Regression 132 18 Discrete Probability Distributions 154 19 Continuous Probability Distributions 162 VaR Methods 172 20 Monte Carlo Methods 183 21 Estimating Volatilities and Correlations 196 22 Quantifying Volatility in VaR Models 207 Challenge Problems 230 Challenge Problem Answers 233 GARP FRM Practice Exam Questions 236 GARP FRM Practice Exam Answers 248 Formulas 258 Appendix 263 Index 270 2012 Kaplan Inc. Page 1 Ị J I FRM PART I BOOK 2 QUANTITATIVE ANALYSIS 2012 Kaplan Inc. . Kaplan Schweser. All rights reserved. Printed in the United States of America. ISBN 978-1-4277-3885-1 1-4277-3885-8 PPN 3200-2108 i ---------------------------A------------------------------------------------------------------------------------ i Required Disclaimer GARP does not endorse promote review or warrant the accuracy of the products or--------- services offered by Kaplan Schweser of FRM related information nor does it endorse any pass rates claimed by the provider. Further GARP is not responsible for any fees or costs paid by the user to Kaplan Schweser nor is GARP responsible for any fees or costs of any person or entity providing any services to Kaplan Schweser. FRM GARP and Global Association of Risk Professionals are trademarks owned by the f Global Association of Risk Professionals Inc. fj ft GARP Practice Exam Questions are reprinted with permission. Copyright 2011 Global Association of Risk Professionals. All rights reserved. I These materials may not be copied without written permission from the

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