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FRM Foundations Of Risk Management Quantitative Methods

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1. Standard error

2. Unstable return distribution

3. Mean(expected value)

4. Cholesky factorization (decomposition)

5. Implied standard deviation for options

6. Mean reversion in asset dynamics

7. Statistical (or empirical) model

8. GEV

9. Monte Carlo Simulations

10. Least squares estimator(m)

11. Hybrid method for conditional volatility

12. Four sampling distributions

13. Test for unbiasedness

14. F distribution

15. Poisson distribution equations for mean variance and std deviation

16. Homoskedastic only F - stat

17. Lognormal

18. Beta distribution

19. Direction of OVB

20. Non - parametric vs parametric calculation of VaR

21. Tractable

22. Deterministic Simulation

23. Variance of aX + bY

24. Difference between population and sample variance

25. Bootstrap method

26. Discrete random variable

27. Unbiased

28. Time series data

29. Importance sampling technique

30. Variance(discrete)

31. Standard variable for non - normal distributions

32. WLS

33. Hazard rate of exponentially distributed random variable

34. Overall F - statistic

35. Type II Error

36. LFHS

37. Kurtosis

38. Square root rule

39. SER

40. Marginal unconditional probability function

41. Reliability

42. Confidence interval (from t)

43. Pooled data

44. Biggest (and only real) drawback of GARCH mode

45. Variance of sample mean

46. Variance of weighted scheme

47. Historical std dev

48. Standard error for Monte Carlo replications

49. Variance of X+Y

50. Multivariate Density Estimation (MDE)