备考FRM考试，考生要掌握哪些FRM一级考试公式？

发布时间：2021-07-17 08:58来源： 融跃教育FRM

在FRM考试中是有很多的公式需要掌握的，因为在考试中有大量的计算题，并且考场不会提供相关公式。那么，备考FRM考试，考生要掌握哪些FRM一级考试公式？

Backwardation and Contango：》》》戳：免费领取FRM各科视频讲义+历年真题+21年原版书（PDF版）

• Backwardation refers to a situation where the futures price is below the spot price. For this to occur, there must be a significant benefit to holding the asset.

• Contango refers to a situation where the futures price is above the spot price. If there are no benefits to holding the asset (e.g., dividends, coupons, or convenience yield), contango will occur because the futures price will be greater than the spot price.

Capital Asset Pricing Model (CAPM)：

In equilibrium, all investors hold a portfolio of risky assets that has the same weights as the market portfolio. The CAPM is expressed in the equation of the security market line (SML). For any single security or portfolio of securities z, the expected return in equilibrium is

E(Rj) = Rp + betaj[E(Rj v j)—Rp]

Probabilities：

Unconditional probability (marginal probability) is the probability of an event occurring. Conditional probability, P(A | B), is the probability of an event A occurring given that event B has occurred. 【资料下载】点击下载融跃教育FRM考试公式表

Linear Regression Assumptions：

• The expected value of the error term, conditional on the independent variable, is zero.

• All (X, Y) observations are independent and identically distributed (i.i.d.).

• It is unlikely that large outliers will be observed in the data.

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