- Exam Code: 8007
- Exam Name: Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition
- Updated: Sep 10, 2026
- Q & A: 133 Questions and Answers
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| Section | Weight | Objectives |
|---|---|---|
| Topic 1: Linear Algebra and Matrix Theory | 20% | - Matrix operations
|
| Topic 2: Statistics and Regression Analysis | 20% | - Linear regression
|
| Topic 3: Probability Theory | 25% | - Random variables and distributions
|
| Topic 4: Calculus and Functions | 20% | - Single-variable calculus
|
| Topic 5: Numerical Methods & Financial Mathematics | 15% | - Root finding and approximation - Basics of risk modeling - Time value of money |
Which of the following properties is exhibited by multiplication, but not by addition?
Which of the provided answers solves this system of equations?
2y - 3x = 3y +x
y2 + x2 = 68
Which of the following is a false statement concerning the probability density function and the cumulative distribution function of a random variable?
Let A be a square matrix and denote its determinant by x. Then the determinant of A transposed is:
An option has value 10 when the underlying price is 99 and value 9.5 when the underlying price is 101.
Approximate the value of the option delta using a first order central finite difference.
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