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详情介绍
课程大纲
{in name="user_id" value="21644"} {/ in}课程试听 推荐
1.金融英语
1 - FRM与英语
2 - Grammar
3 - Financial Risk
4 - Financial Institute
5 - Financial Products
2.金融计算器
前言
计算器版本介绍
计算器初览
小数点位设置
运算优先级模式设置
期初期末模式设置
存储调用操作
常用清除键操作
指数运算
对数、阶乘、排列组合运算
泊松分布、二项分布运算
债券价格计算与日期函数运算
货币的时间价值运算
货币时间价值运算实务操作
货币时间价值运算不适用的情况
统计功能操作
3.金融市场产品
常见的金融机构
利率和债券
衍生品
4.债权类产品基础
债券
5.银行经营模式
银行组织架构
银行经营模式
银行财报
6.金融数学
金融数学
7.2023年考纲解读
考纲解读
1.风险管理基础
前言
1 - The Building Blocks of Risk Management
2 - How Do Firms Manage Financial Risk?
3 - The Governance of Risk Management
4 - Credit Risk Transfer Mechanisms
5 - Modern Portfolio Theory and Capital Asset Pricing Model
6 - The APT and Multifactor Models of Risk and Return
7 - Principles for Effective Data Aggregation and Risk Reporting
8 - Enterprise Risk Management and Future Trends
9 - Learning from Financial Disasters
10 - Anatomy of the Great Financial Crisis of 2007-2009
11 - GARP Code of Conduct
2.数量分析
Briefing
1 - Fundamentals of probability
2 - Random variables
3 - Common Univariate Random Variables
4 - Multivariate Random Variables
5 - Sample moments
6 - Hypothesis Testing
7 - Linear Regression
8 - Regression with Multiple Explanatory Variables
9 - Regression Diagnosis
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 Prediction
3.金融市场产品
1 - Banks
2 - Insurance Companies and Pension Plans
3 - Funds Management
4 - Exchanges and OTC Markets
5 - Central clearing
6 - Interest Rates and Bonds
7 - Corporate Bonds
8 - Introduction to Derivatives
9 - Futures Markets
10 - Pricing Financial Forward and Futures
11 - Foreign Exchange Markets
12 - FRA and Interest Rate Futures
13 - Using Futures for Hedging
14 - Swaps
15 - Options Markets
16 - Properties of Options
17 - Trading Strategies
18 - Exotic Options
19 - Mortgages and Mortgage-Backed Securities
4.估值与风险模型
科目介绍
1 - Measures of Financial Risk
2 - Calculating and Applying VaR
3 - Measuring and Monitoring Volatility
4 - External and Internal Ratings
5 - Country Risk: Determinants, Measures, and Implications
6 - Measuring Credit Risk
7 - Operational Risk
8 - Stress Testing
9 - Pricing Conventions, Discounting, and Arbitrage
10 - Interest Rates
11 - Bond Yields and Return Calculations
12 - Applying Duration, Convexity, and DV01
13 - Modeling Non-Parallel Term Structure Shifts and Hedging
14 - Binomial Trees
15 - The Black-Scholes-Merton Model
16 - Option Sensitivity Measures: The “Greeks”
1.风险管理基础
1 - Risk Management and Corporate Government
2 - Modern Portfolio Theory
3 - Learning From Financial Disasters
4 - The Anatomy of Subprime Crisis
2.数量分析
Quantitative Analysis
3.金融市场产品
1 - Financial Institutions and CCP
2 - Interest Rates and Bonds basics
3 - Forwards and Futures
4 - Swaps
5 - Options Markets
6 - Mortgage-Backed Securities
4.估值与风险模型
1 - Market Risk
2 - Credit Risk
3 - Operational Risk
4 - Bonds
5 - Options
1.FRM一级 冲刺直播
风险管理基础
数量分析
估值与风险模型
金融市场产品
全景模拟机考
