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FRM Foundations Of Risk Management Quantitative Methods

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This is a study tool. The 3 wrong answers for each question are randomly chosen from answers to other questions. So, you might find at times the answers obvious, but you will see it re-enforces your understanding as you take the test each time.

2. Hazard rate of exponentially distributed random variable

3. Confidence interval for sample mean

4. Variance of X+Y

5. Antithetic variable technique

6. Extending the HS approach for computing value of a portfolio

7. SER

8. Stochastic error term

9. Key properties of linear regression

10. Time series data

11. Cholesky factorization (decomposition)

12. Multivariate Density Estimation (MDE)

13. Efficiency

14. K - th moment

15. Panel data (longitudinal or micropanel)

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

17. Weibul distribution

18. Continuous representation of the GBM

19. Test for statistical independence

20. Regime - switching volatility model

21. Exponential distribution

22. Control variates technique

23. Implied standard deviation for options

24. Variance of sample mean

25. Beta distribution

26. Block maxima

27. Implications of homoscedasticity

28. Central Limit Theorem(CLT)

29. Sample covariance

30. Result of combination of two normal with same means

31. Continuously compounded return equation

32. Standard variable for non - normal distributions

33. Sample variance

34. Central Limit Theorem

35. What does the OLS minimize?

36. Variance(discrete)

37. Logistic distribution

38. Confidence interval (from t)

39. Four sampling distributions

40. Reliability

41. Confidence ellipse

42. Exact significance level

43. Significance =1

44. Type I error

45. SER

46. GEV

47. T distribution

48. Variance of sampling distribution of means when n<N

49. P - value

50. Two drawbacks of moving average series