价格: ¥ 6980.00
视频有效期:12个月
视频时长:约188学时
视频数量:518个
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
1 - The Building Blocks of Risk Management
11 - GARP Code of Conduct
10 - Anatomy of the Great Financial Crisis of 2007-2009
9 - Learning from Financial Disasters
8 - Enterprise Risk Management and Future Trends
7 - Principles for Effective Data Aggregation and Risk Reporting
6 - The APT and Multifactor Models of Risk and Return
5 - Modern Portfolio Theory and Capital Asset Pricing Model
4 - Credit Risk Transfer Mechanisms
3 - The Governance of Risk Management
2 - How Do Firms Manage Financial Risk?
前言
2.数量分析
1 - Fundamentals of probability
13 - Measuring returns, volatility, and correlation
12 - Non-stationary time series
11 - Stationary time series
10 - Regression diagnostics
9 - Regression with multiple explanatory variables
8 - Linear regression
7 - Hypothesis testing
6 - Sample moments
5 - Multivariate Random Variables
4 - Common Univariate Random Variables
3 - Basic Statistics
2 - Random variables
14 - Simulation methods
3. 金融市场产品
15 - Options Markets
13 - Using Futures for Hedging
12 - FRA and Interest Rate Futures
11 - Foreign Exchange Markets
10 - Pricing Financial Forward and Futures
9 - Futures Markets
8 - Introduction to Derivatives
7 - Corporate Bonds
6 - Interest Rates and Bonds
5 - Central clearing
4 - Exchanges and OTC Markets
3 - Funds Management
2 - Insurance Companies and Pension Plans
1 - Banks
19 - Mortgages and Mortgage-Backed Securities
18 - Exotic Options
17 - Trading Strategies
16 - Properties of Options
14 - Swaps
4.估值与风险模型
2 - Calculating and Applying VaR
15 - The Black-Scholes-Merton Model
14 - Binomial Trees
13 - Modeling Non-Parallel Term Structure Shifts and Hedging
12 - Applying Duration, Convexity, and DV01
11 - Bond Yields and Return Calculations
10 - Interest Rates
9 - Pricing Conventions, Discounting, and Arbitrage
8 - Stress Testing
7 - Operational Risk
6 - Measuring Credit Risk
5 - Country Risk: Determinants, Measures, and Implications
4 - External and Internal Ratings
3 - Measuring and Monitoring Volatility
1 - Measures of Financial Risk
16 - Option Sensitivity Measures: The “Greeks”
科目介绍
1.估值与风险模型
1 - Market Risk
2 - Credit Risk
3 - Operational Risk
4 - Bonds
5 - Options
2.金融市场产品
3 - Forwards and Futures
2 - Interest Rates and Bonds basics
1 - Financial Institutions and CCP
4 - Swaps
5 - Options Markets
6 - Mortgage-Backed Securities
3.数量分析
1 - Fundamentals of probability
2 - Random variables and Basic Statistics
3 - Common Univariate Random Variables
4 - Hypothesis testing
5 - Linear regression and Regression diagnostics
6 - Time Series
7 - Measuring returns, volatility, and correlation
8 - Simulation and Bootstrapping
4.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
1.银行经营模式
银行组织架构
银行经营模式
银行财报
2.债权类产品基础
债券
3.金融市场产品
常见的金融机构
利率和债券
衍生品
4.金融计算器
前言
货币时间价值运算不适用的情况
货币时间价值运算实务操作
货币的时间价值运算
债券价格计算与日期函数运算
泊松分布、二项分布运算
对数、阶乘、排列组合运算
指数运算
常用清除键操作
存储调用操作
期初期末模式设置
运算优先级模式设置
小数点位设置
计算器初览
计算器版本介绍
统计功能操作
5.金融数学
金融数学
6.金融英语
1 - FRM与英语
2 - Grammar
3 - Financial Risk
4 - Financial Institute
5 - Financial Products
7.2022年考纲对比介绍
一级考纲对比
1.【直播】提分冲刺秘训
估值与风险模型-3
风险管理基础-2
数量分析-1
数量分析-2
金融市场产品-1
金融市场产品-2
金融市场产品-3
估值与风险模型-1
估值与风险模型-2
风险管理基础-1
1.【直播】模拟机考全景解析
机考模拟讲解-1
机考模拟讲解-2
机考模拟讲解-3
机考模拟讲解-4