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Exam Name: Mathematical Foundations of Risk Measurement – 2015 Edition

Exam Code:
8007

Related Certification(s): PRMIA Professional Risk Managers PRM Certification

Certification Provider: PRMIA

Number of 8007 practice questions in our database:
132 (updated: Nov. 01, 2024)

Expected 8007 Exam Topics, as suggested by PRMIA :

**Topic 1:**Finance Theory: This topic of the 8007 exam assesses risk managers on core financial principles and theories. Sub-topics include Arbitrage Pricing Theory, the CAPM, capital structures, and portfolio theory, critical for understanding asset pricing and performance measurement.**Topic 2:**Financial Instruments: PRMIA risk managers must demonstrate knowledge of various financial instruments, including bonds, futures, swaps, and options. Understanding these instruments is vital for managing risk and executing effective trading strategies in complex financial environments.**Topic 3:**Financial Markets: This topic examines the structure and functioning of financial markets. PRMIA risk managers will explore the roles of market participants, bond and stock markets, and foreign exchange markets, essential for understanding global financial dynamics.**Topic 4:**Mathematical Foundations of Risk Measurement: The PRMIA 8007 exam tests risk managers on mathematical tools crucial for risk measurement. Sub-topics like algebra, calculus, probability, and regression analysis are keys for applying quantitative methods to finance and risk management scenarios.

Question #1

A 95% confidence interval for a parameter estimate can be interpreted as follows:

Question #2

A simple linear regression is based on 100 data points. The total sum of squares is 1.5 and the correlation between the dependent and explanatory variables is 0.5. What is the explained sum of squares?

Question #3

A linear regression gives the following output:

Figures in square brackets are estimated standard errors of the coefficient estimates.

What is the value of the test statistic for the hypothesis that the coefficient of is less than 1?

Question #4

A linear regression gives the following output:

Figures in square brackets are estimated standard errors of the coefficient estimates. What is the value of the test statistic for the hypothesis that the coefficient of is zero against the alternative that is less than zero?

Question #5

A linear regression gives the following output:

Figures in square brackets are estimated standard errors of the coefficient estimates.

Which of the following is an approximate 95% confidence interval for the true value of the coefficient of ?

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