Parametric Approaches (II): Extreme Value (FRM Part 2 2023 - Book 1 - Chapter 3)

[@Alex-yi7ck]

It definitely helped me. Thank you professor.
-Respect from South Korea-

[@analystprep]

You're welcome!

[@LifelongStudentBelgium]

So much easier to walk through the chapter with your detailed explanation. Would have stared for hours

[@analystprep]

You're very welcome! If you like our video lessons, it would be appreciated if you could take 2 minutes of your time to leave us a Google review using this link: g.page/r/CQIlM78xSg01EB0/review

[@user-vm9ud8vd4s]

very nice, clear and concise with great visual explanation🎉

[@analystprep]

Glad it was helpful! If you like our video lessons, it would be appreciated if you could take 2 minutes of your time to leave us a review here: trustpilot.com/review/analystprep.com

[@nikhiltrivedi9778]

Thank you, Professor James.
this video was of great help.
---Love from India :)

[@analystprep]

You're most welcome!

[@amandixit2750]

lucid and Concise. Keep up the good work!

[@analystprep]

Thanks, will do!

[@willarn1]

Great summary

[@analystprep]

Thank you!

[@hazemgalal8562]

keep going prof.james
amazing content & description
and we need series about operational risk
good luck prof

[@analystprep]

You're welcome. The operational risk chapter is coming right after finishing credit risk.

[@camillechen345]

very helpful video

[@analystprep]

Glad you think so!

[@ameliedeclercq8631]

Hi, I was wondering how you use the model on data. I need to use EVT to estimate the VaR of some data (of stock market spreads to be precise), but in this clip you only use sample size as an empirical parameter. Could you explain me how I should do that?