FM x FM
  • Home
  • Courses
  • Blog
  • About
  • Contact
Select Page

Preparing for the Advanced Financial Modeler (AFM) Exam

Uncategorized

Current Status
Not Enrolled
Price
47
Get Started
Take this Course

Course Content

MARKET RISK MEASUREMENT AND MANAGEMENT
Estimating Market Risk Measures: An Introduction and Overview
Non-parametric Approaches
Parametric Approaches (II): Extreme Value
Backtesting VaR
VaR Mapping
Messages from the academic literature on risk measurement for the trading book
Correlation Basics: Definitions, Applications, and Terminology
Empirical Properties of Correlation: How Do Correlations Behave in the Real World?
Financial Correlation Modeling—Bottom-Up Approaches
Empirical Approaches to Risk Metrics and Hedging
The Science of Term Structure Models
The Evolution of Short Rates and the Shape of the Term Structure
The Art of Term Structure Models: Drift
The Art of Term Structure Models: Volatility and Distribution
Volatility Smiles
Fundamental Review of the Trading Book
Credit Risk Measurement and Management
The Credit Decision
The Credit Analyst
Capital Structure in Banks
Rating Assignment Methodologies
1 of 6

Recent Posts

  • Optimization of VaR and Trading Liquidity Risk in Excel: Unwinding a Position Optimally
  • Modeling Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) in Excel (Historical, Gaussian, and Cornish-Fisher)
  • Binomial Option Pricing Model with Excel VBA (for European Options)
  • Modeling Interest Rate Immunization: Managing the Interest Rate Risk of a Single Liability
  • Finding Option Implied Volatility using Goal Seek in Excel

Recent Comments

    Archives

    • July 2020
    • April 2020

    Categories

    • Financial Modeling

    Meta

    • Register
    • Log in
    • Entries feed
    • Comments feed
    • WordPress.org

    Fabian Moa

    • Facebook
    • Twitter
    • Google
    • Instagram
    • RSS

    Designed by Elegant Themes | Powered by WordPress

    Login
    Accessing this course requires a login. Please enter your credentials below!

    Lost Your Password?
    Register
    Don't have an account? Register one!
    Register an Account

    Registration confirmation will be emailed to you.