FRM? | 2012 Buca nits. WTS a Elare| Metal tel ua ae Seis ar) Notes for Lcd FERM® Exam i = KAPLAN) SCHWESERFRM Parr II Book 1: Marker Risk MEASUREMENT AND MANAGEMENT InTRODUCTION TO THE 2012 KAPLAN ScHweseR Stupy Nores FRM Exam Srupy Gung. Marker Risk MEASUREMENT AND MANAGEMENT 1: Estimating Market Risk Measures 2: Non-Parametric Approaches 3: Modeling Dependence: Correlations and Copulas 4: Parametric Approaches (I): Extreme Value 5: Backresting VaR 6 VaR Mapping, 7: Measures of Price Sensitivity Based on Parallel Yield Shifis 8: Key Rate and Bucker Exposures 9: The Science of Term Structure Models 10: Volatility Smiles 11: Exotic Options 12: Overview of Mortgages and the Consumer Mortgage Market 13: Basics of Residential Mortgage-Backed Securities 14: Overview of the Mortgage-Backed Securities Market 15: Techniques for Valuing MBSs (CHALLENGE ProsLems (CHALLENGE PROBLEM ANSWERS GARP FRM Practice ExaM Questions GARP FRM Practice Exam ANSWERS: Formuias APPENDIX Inpex, 101 110 120 132 149 159 473 175 178 185 192 195 199 Page 1