Delta-gamma value at risk (VaR) with the Taylor Series Approximation (FRM T4-4) Share: Download MP3 Similar Tracks Coherent risk measures and why VaR is not coherent (FRM T4-5) Bionic Turtle Three approaches to value at risk (VaR) and volatility (FRM T4-1) Bionic Turtle Calculating Options Greeks That Matter: Delta, Gamma, Theta - Raj Malhotra InstituteofTrading Think Fast, Talk Smart: Communication Techniques Stanford Graduate School of Business Algebra - How To Solve Equations Quickly! The Organic Chemistry Tutor Microeconomics- Everything You Need to Know Jacob Clifford Dynamic option delta hedge (FRM T4-14) Bionic Turtle Delta-normal value at risk (VaR, FRM T4-3) Bionic Turtle 1. Introduction and Supply & Demand MIT OpenCourseWare 7. Value At Risk (VAR) Models MIT OpenCourseWare Option Sensitivity Measures: The “Greeks” (FRM Part 1 2025 – Book 4 – Chapter 16) AnalystPrep Top 10 Most Important Excel Formulas - Made Easy! The Organic Chemistry Tutor Historical simulation (HS VaR): Basic and age-weighted (FRM T4-2) Bionic Turtle Pre-Algebra Final Exam Review The Organic Chemistry Tutor Introduction to binomial option pricing model: two-step (FRM T4-6) Bionic Turtle Fixed Income: Key rate shift technique (FRM T4-43) Bionic Turtle Binomial option pricing model: up/down jumps based on volatility (FRM T4-7) Bionic Turtle
