In this video, we take a look at the Standard Brownian Motion (Wiener Process) - an important building block that we encounter in the four readings on Interest Rate Models (FRM Part 2, Market Risk). Using the properties of normal distribution as a starting point, we explore properties of the Wiener Process, both for it's changes over small time increments as well as its level at a future time slice. This video forms an addendum to finRGB's preparation course for FRM Exam Part 2 ([ Ссылка ]).

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