In this short video, we take a detailed look at Quantile-Quantile (QQ) Plots – how to interpret them, and use them to identify the correct distribution and/or outliers in the dataset.
In this short video from FRM Part 2 curriculum, we differentiate between two categories of Term Structure Models – ‘Arbitrage Free’ models and ‘Equilibrium Models’.
In this short video from FRM Part 1 and FRM Part 2 curriculum, we differentiate between two kind of volatility measures – realized volatility and implied volatility.
In this short video from FRM Part 2 curriculum, we explore what quanto options are, their payoff and mechanics and their sensitivity (risk) with respect to fx-equity correlation.
In this short video, we take a look at the impact of a single jump in the underlying stock price on the observed behavior of implied volatility vs strike profile for vanilla options traded on this stock.
In this short video, we explore a basic mapping of European options (calls or puts) onto appropriate positions in underlying stock and dollar bills / zero coupon bonds.