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FRM Foundations Of Risk Management Quantitative Methods

Instructions:
  • Answer 50 questions in 15 minutes.
  • If you are not ready to take this test, you can study here.
  • Match each statement with the correct term.
  • Don't refresh. All questions and answers are randomly picked and ordered every time you load a test.

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.
1. Discrete random variable






2. EWMA






3. Law of Large Numbers






4. Priori (classical) probability






5. Kurtosis






6. Covariance






7. T distribution






8. Exponential distribution






9. Variance of X+Y






10. Sample mean






11. SER






12. Heteroskedastic






13. Logistic distribution






14. Poisson distribution equations for mean variance and std deviation






15. Sample covariance






16. LFHS






17. Mean reversion






18. Mean(expected value)






19. Test for unbiasedness






20. Lognormal






21. Unconditional vs conditional distributions






22. Cross - sectional






23. ESS






24. Direction of OVB






25. Discrete representation of the GBM






26. Control variates technique






27. Binomial distribution equations for mean variance and std dev






28. Mean reversion in asset dynamics






29. Two assumptions of square root rule






30. Hybrid method for conditional volatility






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






32. Econometrics






33. Hazard rate of exponentially distributed random variable






34. Homoskedastic






35. Confidence ellipse






36. Covariance calculations using weight sums (lambda)






37. Variance of X+b






38. Standard error for Monte Carlo replications






39. Gamma distribution






40. Conditional probability functions






41. Chi - squared distribution






42. POT






43. Test for statistical independence






44. Binomial distribution






45. Variance(discrete)






46. Four sampling distributions

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47. Sample correlation






48. Continuous representation of the GBM






49. Consistent






50. Stochastic error term