价格： ￥ 398.00
视频有效期：1个月
视频时长：约61小时
详情介绍
课程大纲
{in name="user_id" value="21644"} {/ in}课程试听 推荐
1.风险管理基础
Introduction
1-1 Typology of Risks and Risk Interactions
1-2 The Risk Management Process
2-1 Risk Management Road Map
2-2 Hedging Philosophy
3-1 The Post-Crisis Regulatory Response
3-2 Best Practice of risk Governance
4-1 Modern Portfolio Theory
4-2 CAL、CML、SML、CAPM
4-3 Performance Measures
5-1 The Arbitrage Pricing Theory
5-2 Different Types of Factor Models
5-3 Factor Analysis in Hedging Exposure
6-1 Benefits of Effective Risk Data Aggregation and Reporting
6-2 Key Governance Principles of Risk Data and Risk Reporting
7-1 ERM- What Is It and Why Do Firms Need It and How to Action
7-2 Risk Culture and Scenario Analysis and the future of risk management
8-1 Interest Rate Risk
8-2 Funding Liquidity Risk
8-3 Constructing and Implementing a Hedging Strategy
8-4 Model Risk
8-5 Financial Engineering
8-6 Rogue Trading and Misleading Reporting
8-7 Reputation Risk 、Corporate Governance、 Cyber Risk
9-1 Overview of Credit Risk Transfer Mechanisms and How Can Be Useful
9-2 The Mechanics of Securitization and From Buy-and-Hold to Originate-to-Distribution
10-1 How It All Started and The Role of Financial Intermediaries
10-2 The Liquidity Crunch Hits and Central Banks to the Rescue
11-1 Code of Conduct
11-2 Rules of Conduct and Applicability and Enforcement
2.数量分析
1 - Fundamentals of Probability(1)
1 - Fundamentals of Probability(2)
2 - Random Variables(1)
2 - Random Variables(2)
3 - Common Univariate＆Random Variables(1)
3 - Common Univariate＆Random Variables(2)
4 - Multivariate Random Variables
5 - Sample Moments
6 - Hypothesis Tests(1)
6 - Hypothesis Tests(2)
7 - Linear Regression
8 - Regression with Multiple Explanatory Variables
9 - Regression Diagnostics
10 - Stationary Time Series
11 - Non-Stationary Time Series
12 - Measuring Returns, Volatility, and Correlation
13 - Simulation and Bootstrapping
14 - Machine-Learning Methods
15 - Machine-Learning and predict
3.金融市场产品
1 - Banks
2 - Insurance Companies and Pension Plans
3 - Funds Management(1)
3 - Funds Management(2)
4 - Exchanges and OTC Markets(1)
4 - Exchanges and OTC Markets(2)
5 - Central clearing
6 - Properties of Interest Rates(1)
6 - Properties of Interest Rates(2)
6 - Properties of Interest Rates(3)
6 - Properties of Interest Rates(4)
7 - Corporate Bonds(1)
7 - Corporate Bonds(2)
8 - Introduction to Derivatives(1)
8 - Introduction to Derivatives(2)
9 - Futures Markets(1)
9 - Futures Markets(2)
10 - Pricing Financial Forwards and Futures(1)
10 - Pricing Financial Forwards and Futures(2)
11 - Commodity Forwards and Futures
12 - Foreign Exchange Markets
13 - FRA and Interest Rate Futures(1)
13 - FRA and Interest Rate Futures(2)
14 - Using Futures for Hedging (1)
14 - Using Futures for Hedging (2)
15 - Swaps(1)
15 - Swaps(2)
16 - Options Markets(1)
16 - Options Markets(2)
17 - Properties of Options(1)
17 - Properties of Options(2)
18 - Trading Strategies(1)
18 - Trading Strategies(2)
18 - Trading Strategies(3)
19 - Exotic Options(1)
19 - Exotic Options(2)
20 - Mortgages and Mortgage-Backed Securities(1)
20 - Mortgages and Mortgage-Backed Securities(2)
20 - Mortgages and Mortgage-Backed Securities(3)
4.估值与风险模型
1-1 Measures of Financial Risk
1-2 Calculating and Applying VaR
1-3 Measuring and Monitoring Volatility(1)
1-3 Measuring and Monitoring Volatility(2)
2-1 External and Internal Credit Ratings
2-2 Country Risk- Determinants, Measures, and Implications
2-3 Measuring Credit Risk(1)
2-3 Measuring Credit Risk(2)
3-1 Operational Risk
3-2 Stress Testing
4-1 Pricing Conventions, Discounting, and Arbitrage
4-2 Interest Rates(1)
4-2 Interest Rates(2)
4-3 Bond Yields and Return Calculations(1)
4-3 Bond Yields and Return Calculations(2)
4-4 Applying Duration, Convexity, and DV01
4-5 Modeling Non-Parallel Term Structure Shifts and Hedging
5-1 Binomial Trees
5-2 The Black-Scholes-Merton Model
5-3 Option Sensitivity Measures(1)
5-3 Option Sensitivity Measures(2)
5-3 Option Sensitivity Measures(3)
5-3 Option Sensitivity Measures(4)
