2020 FRM Part I Book 2 Quantitative Analysis PDF Free download

Table of contents

Learning Objectives and Reading Assignments
Reading 12: Fundamentals of Probability
Exam Focus
Module 12.1: Basics of Probability
Module 12.2: Conditional, Unconditional, and Joint Probabilities
Key Concepts
Answer Key For Module Quizzes

Reading 13: Random Variables
Exam Focus
Module 13.1: Probability Mass Functions, Cumulative Distribution Functions, and Expected Values
Module 13.2: Mean, Variance, Skewness, and Kurtosis
Module 13.3: Probability Density Functions, Quantiles, and Linear Transformations
Key Concepts
Answer Key for Modules Quizzes

Reading 14: Common Univariate Random Variables
Exam Focus
Module 14.1: Uniform, Bernoulli, Binomial, and Poisson Distributions
Module 14.2: Normal and Lognormal Distributions
Module 14.3: Student’s t, Chi-Squared, and F-Distributions
Key Concepts
Answer Key for Module Quizzes

Reading 15: Multivariate Random Variables
Exam Focus
Module 15.1: Marginal and Conditional Distributions for Bivariate Distributions
Module 15.2: Moments of Bivariate Random Distributions
Module 15.3: Behavior of Moments for Bivariate Random Variables
Module 15.4: Independent and Identically Distributed Random Variables
Key Concepts
Answer Key for Module Quizzes

Reading 16: Sample Moments
Exam Focus
Module 16.1: Estimating Mean, Variance, and Standard Deviation
Module 16.2: Estimating Moments of the Distribution
Key Concepts
Answer Key for Module Quizzes

Reading 17: Hypothesis Testing
Exam Focus
Module 17.1: Hypothesis Testing Basics
Module 17.2: Hypothesis Testing Results
Key Concepts
Answer Key for Module Quizzes

Reading 18: Linear Regression
Exam Focus
Module 18.1: Regression Analysis
Module 18.2: Ordinary Least Squares Estimation
Module 18.3: Hypothesis Testing
Key Concepts
Answer Key for Module Quizzes
Reading 19: Regression with Multiple Explanatory Variables

Exam Focus
Module 19.1: Multiple Regression
Module 19.2: Measures of Fit in Linear Regression
Key Concepts
Answer Key for Module Quizzes

Reading 20: Regression Diagnostics
Exam Focus
Module 20.1: Heteroskedasticity and Multicollinearity
Module 20.2: Model Specification
Key Concepts
Answer Key for Module Quizzes

Reading 21: Stationary Time Series
Exam Focus
Warm-Up: Time Series Components
Module 21.1: Covariance Stationary
Module 21.2: Autoregressive and Moving Average Models
Module 21.3: Autoregressive Moving Average (ARMA) Models
Key Concepts
Answer Key for Module Quizzes

Reading 22: Non-Stationary Time Series
Exam Focus
Module 22.1: Time Trends
Module 22.2: Seasonality
Module 22.3: Unit Roots
Key Concepts
Answer Key for Module Quizzes

Reading 23: Measuring Return, Volatility, and Correlation
Exam Focus
Module 23.1: Defining Returns and Volatility
Module 23.2: Normal and Non-Normal Distributions
Module 23.3: Correlations and Dependence
Key Concepts
Answer Key for Module Quizzes

Reading 24: Simulation and Bootstrapping
Exam Focus
Module 24.1: Monte Carlo Simulation and Sampling Error Reduction
Module 24.2: Bootstrapping and Random Number Generation
Key Concepts
Answer Key for Module Quizzes
Formulas
Appendix
Copyright

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FRM Exam Part I Foundations of Risk Management

FRM Exam Part I Foundations of Risk Management