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                                融躍教育

                                FRM全科面授智課

                                價格: 詳情咨詢當地子公司

                                課程簡介: FRM全科面授智課

                                視頻有效期:36個月

                                視頻時長:約47小時

                                詳情介紹

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                                • FRM一級面授課程
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                                • FRM沖刺私播密訓營(二級)
                                • FRM一級標準網課
                                • FRM快速PASS智播課(二級)

                                FRM一級

                                • 1.沖刺直播

                                  • 數量分析

                                  • 風險管理基礎

                                  • 估值與風險模型

                                  • 金融市場產品

                                  • 模擬機考

                                FRM二級

                                • 1.沖刺直播

                                  • 操作風險

                                  • current issue

                                  • 流動性風險

                                  • 市場風險

                                  • 投資風險

                                  • 信用風險

                                  • 模擬機考

                                前導入門課

                                • 1.金融數學

                                  • 1.Fundamentals of Probability

                                  • 2.Common Distributions

                                  • 3.Descriptive Statistics

                                  • 4.Inferential statistics

                                  • 5.Hypothesis testing

                                  • 6.Correlation analysis

                                  • 7.Linear regression

                                • 2.金融英語

                                  • FRM與英語(1)

                                  • FRM與英語(2)

                                  • Grammar(1)

                                  • Grammar(2)

                                  • Financial Risk

                                  • Financial Institute(1)

                                  • Financial Institute(2)

                                  • Financial Institute(3)

                                  • Financial Products(1)

                                  • Financial Products(2)

                                • 3.金融計算器

                                  • 1.Introduction

                                  • 2.Calculator Version

                                  • 3.Calculator overview

                                  • 4.Decimal point setting

                                  • 5.Priority mode setting

                                  • 6.Beginning and End mode setting

                                  • 7.Store and call function

                                  • 8.Common Clear key

                                  • 9.Exponential function

                                  • 10.Logarithm, factorial, permutation and combination function

                                  • 11.Poisson distribution, binomial distribution function

                                  • 12.Bond price calculation and date function

                                  • 13.Time value of money function

                                  • 14.Practice of time value of money

                                  • 15.Situations where time value of money does not apply

                                  • 16.Statistics function

                                • 4.金融市場產品

                                  • 1.Introduction to financial market products

                                  • 2.Bank

                                  • 3.Insurance company and fund company

                                  • 4.OTC and bond

                                  • 5.Bond

                                  • 6.Forward and futures

                                  • 7.Swap

                                  • 8.Options

                                • 5.金融債券類產品基礎

                                  • 1.Definition of bond

                                  • 2.Face value of bonds

                                  • 3.Term of repayment/Maturity and Coupon rate

                                  • 4.Frequency of coupon payment

                                  • 5.Issue price

                                  • 6.Repayment and Liquidity

                                  • 7.Safety/Security and Profitability

                                  • 8.Divided by issuer

                                  • 9.Divided by property guarantee

                                  • 10.Divided by the rate of coupon payment

                                  • 11.Bonds Versus Stocks

                                  • 12.Bonds Versus Funds

                                  • 13.Risks Faced

                                  • 14.Risk Management

                                  • 15.Pricing of Bonds

                                • 6. 銀行經營模式

                                  • 1.Bank Governance Framework

                                  • 2.Bank operation model

                                  • 3.Bank financial statement

                                基礎精講課

                                • 1.風險管理基礎

                                  • 前言

                                  • 1-1 Typology of Risks and Risk Interactions

                                  • 1-2 The Risk Management Process

                                  • 1-3 quantitative risk metric

                                  • 1-4 Risk Factor Breakdown and Interactions Between Factors

                                  • 1-5 Structural Change From Tail Risk to Systemic Crisis

                                  • 1-6 Human Agency and Conflicts of Interest

                                  • 1-7 Risk Aggregation

                                  • 1-8 Balancing Risk and Reward

                                  • 2-1 Background The Modern Imperative to Manage Risk

                                  • 2-2 Risk Appetite – What Is It

                                  • 2-3 Risk Mapping

                                  • 2-4 Strategy Selection Accept, Avoid, Mitigate, Transfer

                                  • 2-5 Rightsizing Risk Management

                                  • 2-6 Risk Transfer Toolbox

                                  • 2-7 What Can Go Wrong in Corporate Hedging

                                  • 3-1 The Post-Crisis Regulatory Response

                                  • 3-2 Infrastructure of Risk Governance

                                  • 3-3 Risk Appetite Statement

                                  • 3-4 Implementing Board-Level Risk Governance

                                  • 3-5 Risk Appetite and Business Strategy The Role of Incentives

                                  • 3-6 Incentives and Risk-Taking

                                  • 3-7 The Interdependence of Organizational Units in Risk Governance

                                  • 3-8 Assessing the Bank’s Audit Function

                                  • 4-1 Overview of Credit Risk Transfer Mechanisms

                                  • 4-2 How Credit Risk Transfer Can Be Useful

                                  • 4-3 The Mechanics of Securitization

                                  • 4-4 From Buy-and-Hold to Originate-to-Distribution

                                  • 5-1 Modern Portfolio Theory

                                  • 5-2 The Capital Asset Pricing Model

                                  • 5-3 The Capital Market Line and the Security Market Line

                                  • 5-4 Performance Measures

                                  • 6-1 The Arbitrage Pricing Theory

                                  • 6-2 Different Types of Factor Models

                                  • 7-1 Introduction

                                  • 7-2 Benefits of Effective Risk Data Aggregation and Reporting

                                  • 7-3 Key Governance Principles

                                  • 7-4 Data Architecture and IT Infrastructure

                                  • 7-5 Characteristics of a Strong Risk Data Aggregation Capability

                                  • 7-6 Characteristics of Effective Risk Reporting Practices

                                  • 7-6 Characteristics of Effective Risk Reporting Practices

                                  • 8-1 ERM What Is It and Why Do Firms Need It

                                  • 8-2 ERM – A Brief History

                                  • 8-3 ERM From Vision to Action

                                  • 8-4 Why Might Enterprise Risk Demand ERM Four key Reasons

                                  • 8-5 The Critical Importance of Risk Culture

                                  • 8-6 Scenario Analysis ERM’s Sharpest Blade

                                  • 9-1 Interest Rate Risk

                                  • 9-2 Funding Liquidity Risk

                                  • 9-3 Constructing and Implementing a Hedging Strategy

                                  • 9-4 Model Risk

                                  • 9-5 Rogue Trading and Misleading Reporting

                                  • 9-6 Financial Engineering

                                  • 9-7 Reputation Risk

                                  • 9-8 Corporate Governance

                                  • 9-9 Cyber Risk

                                  • 10-1 Introduction and Overview

                                  • 10-2 How It All Started

                                  • 10-3 The Role of Financial Intermediaries

                                  • 10-4 Issues with the Rating Agencies

                                  • 10-5 A Primer on the Short-Term Wholesale Debt Market

                                  • 10-6 The Liquidity Crunch Hits

                                  • 10-7 Central Banks to the Rescue

                                  • 11-1 Introduction Statement

                                  • 11-2 Rules of Conduct

                                • 2.數量分析

                                  • 0-1 Introduction

                                  • 1-1 Probabilities Concepts

                                  • 1-2 Total probability and Bayes’ theorem

                                  • 2-1 Discrete & Continuous Random Variable

                                  • 2-2 Descriptive Statistics- Four Moments

                                  • 3-1 Discrete Distribution

                                  • 3-2 Continuous Distribution

                                  • 4-1 Discrete Bivariate Random Variable

                                  • 4-2 Covariance and Correlation

                                  • 4-3 Independent Identical Distributed

                                  • 4-4 Cross central moment

                                  • 5-1 Inferential Statistics

                                  • 5-2 Properties of Estimators

                                  • 5-3 LLN and CLT

                                  • 6-1 Null vs. Alternative hypothesis

                                  • 6-2 Test statistic

                                  • 6-3 Mean Tests

                                  • 6-4 Variance Test

                                  • 6-5 Type I and Type II Error

                                  • 7-1 Ordinary Least Squares

                                  • 7-2 Measuring Model Fit

                                  • 7-3 OLS Parameter Estimators

                                  • 7-4 Hypothesis Testing for Regression Coefficients

                                  • 8-1 Multiple Linear Regression

                                  • 8-2 Measures of Fit

                                  • 8-3 Hypothesis Testing in Multiple Linear Regression

                                  • 8-4 ANOVA

                                  • 9-1 Omitted Variables

                                  • 9-2 Heteroskedasticity

                                  • 9-3 Multicollinearity

                                  • 9-4 Outliers

                                  • 9-5 The Bias-Variance Tradeoff

                                  • 10-1 Cycle

                                  • 10-2 White Noise and Wold’s Theorem

                                  • 10-3 AR, MA and ARMA(1)

                                  • 10-3 AR, MA and ARMA(2)

                                  • 11-1 Trend and Seasonality

                                  • 11-2 Random Walk and Unit Roots

                                  • 12-1 Returns and Volatility

                                  • 12-2 Measuring Correlations

                                  • 12-3 The Distribution of Financial Returns

                                  • 13-1 Simulation Random Variables

                                  • 13-2 Bootstrapping

                                • 3.金融市場產品

                                  • 1-1 Types of Banks

                                  • 1-2 The risk in Banking

                                  • 1-3 Bank Regulation

                                  • 1-4 Deposit Insurance

                                  • 1-5 Investment Banking

                                  • 1-6 Conflicts of interest

                                  • 1-7 The Originate-to-Distribute Model

                                  • 2-1 Categories of insurance companies

                                  • 2-2 Life Insurance

                                  • 2-3 Pension Plans

                                  • 2-4 Property and Casualty Insurance

                                  • 2-5 Moral hazard and adverse slection

                                  • 2-6 Regulation

                                  • 3-1 Mutual funds

                                  • 3-2 Exchange-Traded Funds

                                  • 3-3 Undesirable Trading Behavior

                                  • 3-4 Hedge funds

                                  • 3-5 Types of Hedge funds

                                  • 3-6 Research of Returns

                                  • 4-1 Clearing

                                  • 4-2 Exchanges

                                  • 4-3 How CCPs handle Credit Risk

                                  • 4-4 Over the Counter Markets

                                  • 5-1 The operation of CCPs

                                  • 5-2 Regulations of OTC derivatives Markets

                                  • 5-3 Standard and Non-Standard transactions

                                  • 5-4 The Move to Central Clearing

                                  • 5-5 Impacts of Central Clearing on Financial Markets

                                  • 5-6 Clearing Members and Non-Members

                                  • 5-7 Advantages and Disadvantages of CCPs

                                  • 5-8 CCP Risks

                                  • 6-1 Interest rate&Compounding

                                  • 6-2 Spot rates and Forward rates

                                  • 6-3 Three theories of term structure

                                  • 6-4 Bond pricing &Quotations bond

                                  • 6-5 Accrued Interest

                                  • 6-6 Duration and convexity

                                  • 7-1 Bond issuance

                                  • 7-2 Bond trading

                                  • 7-3 Bond indentures

                                  • 7-4 Types of corporate bonds

                                  • 7-5 Bonds retiring

                                  • 7-6 Bond risk

                                  • 7-7 Recovery rate and Default rate

                                  • 7-8 High-yield bonds

                                  • 7-9 Expected return from bond investment

                                  • 8-1 Derivatives

                                  • 8-2 Forward and Futures contract

                                  • 8-3 Swap

                                  • 8-4 Option

                                  • 8-5 Market Participants

                                  • 8-6 Strategies and Payoffs

                                  • 9-1 Specification of Futures

                                  • 9-2 Commodity Characteristics

                                  • 9-3 Basis

                                  • 9-4 Termination & Delivery

                                  • 9-5 Margins

                                  • 9-6 Marking to market

                                  • 9-7 Trading orders

                                  • 9-8 Contango and backwardation

                                  • 10-1 Investment Assets and Consumption Assets

                                  • 10-2 Short Selling and Short Squeeze

                                  • 10-3 Forward Pricing

                                  • 10-4 Arbitrage transaction

                                  • 10-5 The Value of a Forwards Contract

                                  • 10-6 Relation between forward and futures prices

                                  • 11-1 Quotes

                                  • 11-2 Estimating FX Risk

                                  • 11-3 Multi-currency heding using options

                                  • 11-4 Determinations of exchange rates

                                  • 11-5 Foreign exchange exposure

                                  • 11-6 Nominal and real interst rates

                                  • 11-7 Interest rate parity

                                  • 12-1 Forward Rate Agreements

                                  • 12-2 T-Bond Futures

                                  • 12-3 Eurodollar Futures

                                  • 12-4 Duration-Based Hedging

                                  • 13-1 Hedges basic

                                  • 13-2 Basis Risk

                                  • 13-3 Optimal hedge rations

                                  • 13-4 Hedge Equity Positions

                                  • 13-5 Duration-Based Hedging

                                  • 13-6 Creating long-term hedges

                                  • 14-1 Interest rate swap

                                  • 14-2 Currency swap

                                  • 15-1 Calls and Puts

                                  • 15-2 Exchange-traded options on stocks

                                  • 15-3 Option trading

                                  • 15-4 Margin requirements

                                  • 15-5 Other option-like securities

                                  • 16-1 Factors of option price

                                  • 16-2 Price bounds of options

                                  • 16-3 Put-call parity

                                  • 17-1 Simple Strategies

                                  • 17-2 Spread strategies

                                  • 17-3 Combination strategies

                                  • 18-1 Exotic Options

                                  • 19-1 Mortgages types

                                  • 19-2 Monthly payments

                                  • 19-3 Prepayments and factors

                                  • 19-4 Securitization- MBS

                                  • 19-5 Agency mortgage-backed securities

                                  • 19-6 Other Agency Products

                                  • 19-7 Valuation of an MBS Pool

                                  • 19-8 Option adjusted spread

                                • 4. 估值與風險模型

                                  • 科目介紹

                                  • 1-1 The Mean-Variance Framework

                                  • 1-2 VaR

                                  • 1-3 Expected Shortfall

                                  • 1-4 Coherent Risk Measures

                                  • 2-1 Historical Simulation

                                  • 2-2 The Delta-Normal Model

                                  • 2-3 The Delta-Gamma Model

                                  • 2-4 Monte Carlo Simulation

                                  • 3-1 Deviations From Normality

                                  • 3-2 Historical Standard Deviation Method

                                  • 3-3 Exponentially Weighted Moving Average Model

                                  • 3-4 GARCH

                                  • 3-5 Implied Volatility

                                  • 3-6 Correlation

                                  • 4-1 Rating Scales

                                  • 4-2 Historical Performance

                                  • 4-3 The Rating Process

                                  • 4-4 Alternative to Ratings

                                  • 4-5 Internal Ratings

                                  • 4-6 Ratings Transitions

                                  • 4-7 The Rating of Structured Products

                                  • 5-1Evaluation of Risk

                                  • 5-2 Total Risk

                                  • 5-3 Sovereign Credit Risk

                                  • 5-4 Sovereign Credit Rating

                                  • 5-5 Sovereign Default Spread

                                  • 6-1 Background

                                  • 6-2 The Mean and Standard Deviation of Credit losses

                                  • 6-3 The Gaussian Copula Model

                                  • 6-4 The Vasicek Model

                                  • 6-5 Creditmetrics

                                  • 6-6 Risk Allocation

                                  • 6-7 Challenges

                                  • 7-1 large Risks

                                  • 7-2 Measure of Operational Risk Capital - BIA

                                  • 7-3 Measure of Operational Risk Capital - SA

                                  • 7-4 Measure of Operational Risk Capital - AMA

                                  • 7-5 Measure of Operational Risk Capital - SMA

                                  • 7-6 Potential Biased

                                  • 7-7 Reducing Operational Risk

                                  • 7-8 Insurance

                                  • 8-1 Stress Testing Versus VaR and ES

                                  • 8-2 Choosing Scenarios

                                  • 8-3 Stress Testing

                                  • 8-4 Governance

                                  • 8-5 Basel Stress-Testing Principles

                                  • 9-1 Treasury Bills and Treasury Bonds

                                  • 9-2 The Law of One Price and Arbitrage

                                  • 9-3 Discount Factors From Coupon-Bearing Bonds

                                  • 10-1 Measuring Interest Rates

                                  • 10-2 Spot Rates

                                  • 10-3 Par Rates

                                  • 10-4 Forward Rates

                                  • 10-5 Properties of Spot, Forward, and Par rates

                                  • 10-6 Other Rates

                                  • 10-7 Flattening and Steepening Term Structures

                                  • 11-1 Realized Return and Spread

                                  • 11-2 Yield to Maturity

                                  • 11-3 Return Decomposition

                                  • 12-1 Yield Duration

                                  • 12-2 Curve Duration

                                  • 12-3 Convexity

                                  • 12-4 Constructing Portfolio

                                  • 13-1 Principal Components Analysis

                                  • 13-2 Key Rate 01S

                                  • 13-3 Bucketing Approach

                                  • 14-1 One-step Tress

                                  • 14-2 Two-step Trees

                                  • 14-3 Risk Neutral Valuation

                                  • 14-4 Valuation of Options

                                  • 14-5 Altered Binomial Model

                                  • 14-6 Binomial Trees

                                  • 15-1 The Black-Scholes-Merton Model

                                  • 16-1 Greeks

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