融跃教育

基础精讲课

• 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)