融跃教育

一级Kaplan英文视频

• 1.Quantitative Methods

  • 1.1-EAY and Compounding Frequency

    

  • 1.2-Calculating PV and FV

    

  • 1.3-Uneven Cash Flows

    

  • 1.4-Compounding Frequencies

    

  • 2.1-Organizing Data

    

  • 2.2-Visualizing Data

    

  • 2.3-Measures of Central Tendency

    

  • 2.4-Measures of Location and Dispersion

    

  • 2.5-Skewness Kurtosis and Correlation

    

  • 3.1-Conditional and Joint Probabilities

    

  • 3.2-Conditional Expectations and Expected Value

    

  • 3.3-Portfolio Variance Bayes and Counting Problems

    

  • 4.1-Uniform and Binomial Distributions

    

  • 4.2-Normal Distributions

    

  • 4.3-Lognormal T Chi-Square and F Distributions

    

  • 5.1-Sampling Methods Central Limit Theorem and Standard Error

    

  • 5.2-Confidence Intervals Resampling and Sampling Biases

    

  • 6.1-Hypothesis Tests and Types of Errors

    

  • 6.2-P-Values and Tests of Means

    

  • 6.3-Mean Differences and Difference in Means

    

  • 6.4-Tests of Variance Correlation and Independence

    

  • 7.1-Linear Regression Introduction

    

  • 7.2-Goodness of Fit and Hypothesis Tests

    

  • 7.3-Predicting Dependent Variables

    

• 2. Economics

  • 8.1-Elasticity

    

  • 8.2-Demand and Supply

    

  • 9.1-Perfect Competition

    

  • 9.2-Monopolistic Competition

    

  • 9.3-Oligopoly

    

  • 9.4-Monopoly and Concentration

    

  • 10.1-GDP Income and Expenditures

    

  • 10.2-Aggregate Demand and Supply

    

  • 10.3-Macro Equilibrium and Growth

    

  • 11.1-Business Cycle Phases

    

  • 11.2-Inflation and Indicators

    

  • 12.1-Money and Inflation

    

  • 12.2-Monetary Policy

    

  • 12.3-Fiscal Policy

    

  • 13.1-Geopolitics and Geopolitical Risk

    

  • 14.1-International Trade Benefits

    

  • 14.2-Trade Restrictions

    

  • 15.1-Foreign Exchange Rates

    

  • 15.2-Forward Exchange Rates

    

  • 15.3-Managing Exchange Rates

    

• 3.Financial Statement Analysts

  • 16.1-Financial Statement Roles

    

  • 16.2-Footnotes Audit and Analysis

    

  • 17.1-Standards Overview

    

  • 17.2-Financial Reporting Framework

    

  • 18.1-Income Statement Overview

    

  • 18.2-Revenue Recognition

    

  • 18.3-Expense Recognition

    

  • 18.4-EPS and Dilutive Securities

    

  • 18.5-Common Size Income Statements

    

  • 19.1-Balance Sheet Introduction

    

  • 19.2-Assets and Liabilities

    

  • 19.3-Current Assets and Liabilities

    

  • 19.4-Noncurrent Assets and Liabilities

    

  • 19.5-Intangible Assets

    

  • 19.6-Marketable Securities

    

  • 19.7-Shareholders Equity and Ratios

    

  • 20.1-Cash Flow Introduction

    

  • 20.2-Direct and Indirect Methods

    

  • 20.3-Converting Direct to Indirect

    

  • 20.4-Free Cashflow and Ratios

    

  • 21.1-Introduction to Financial Ratios

    

  • 21.2-Financial Ratios Part 1

    

  • 21.2-Financial Ratios Part 1

    

  • 21.3-Financial Ratios Part 2

    

  • 21.4-DuPont Analysis

    

  • 21.5-More Financial Ratios

    

  • 22.1-Cost Flow Methods

    

  • 22.2-Inventory Systems

    

  • 22.3-Converting LIFO to FIFO

    

  • 22.4-Inventory Valuation

    

  • 22.5-Inventory Analysis

    

  • 23.1-Capitalization vs. Expensing

    

  • 23.2-Depreciation

    

  • 23.3-Impairment and Revaluation

    

  • 23.4-Fixed Asset Dsclosures

    

  • 24.1-Tax Terms

    

  • 24.2-Deferred Tax Liabilities and Assets

    

  • 24.3-Change in Tax Rates

    

  • 24.4-Permanent Differences

    

  • 25.1-Bond Issuance

    

  • 25.2-Discount and Premium Bonds

    

  • 25.3-Issuance Cost Derecognition and Disclosures

    

  • 25.4-Lease and Pension Accounting

    

  • 26.1-Reporting Quality

    

  • 26.2-Accounting Choices and Estimates

    

  • 26.3-Warning Signs

    

  • 27.1-Forecasting

    

  • 27.2-Credit and Equity Analysis

    

• 4.Corporate Issuers

  • 28.1-Business Structures

    

  • 29.1-Stakeholder Management

    

  • 29.2-Factors Affecting Corporate Governance

    

  • 30.1-Business Models

    

  • 31.1-Capital Allocation Principles

    

  • 31.2-Net Present Value and Internal Rate of Return

    

  • 31.3-Capital Allocation Pitfalls and Real Options

    

  • 32.1-Sources of Capital

    

  • 33.1-Weighted Average Cost of Capital

    

  • 33.2-Beta Estimation and Flotation Costs

    

  • 34.1-Capital Structure Theories

    

  • 34.2-Capital Structure Decisions

    

  • 35.1-Measures of Leverage

    

• 5. Equity Investments

  • 36.1-Markets Assets and Intermediaries

    

  • 36.2-Positions and Leverage

    

  • 36.3-Order Execution and Validity

    

  • 37.1-Index Weighting Methods

    

  • 37.2-Uses and Types of Indexes

    

  • 38.1-Market Efficiency

    

  • 39.1-Types of Equity Investments

    

  • 39.2-Foreign Equities and Equity Risk

    

  • 40.1-Industry Analysis

    

  • 40.2-Pricing Power and Company Analysis

    

  • 41.1-Dividends Splits and Repurchases

    

  • 41.2-Dividend Discount Models

    

  • 41.3-Relative Valuation Measures

    

• 6.Fixed Income

  • 42.1-Bond Indentures Regulation and Taxation

    

  • 42.2-Bond Cash Flows and Contingencies

    

  • 43.1-Types of Bonds and Issuers

    

  • 43.2-Corporate Debt and Funding Alternatives

    

  • 44.1-Bond Valuation and Yield to Maturity

    

  • 44.2-Spot Rates and Accrued Interest

    

  • 44.3-Yield Measures

    

  • 44.4-Yield Curves

    

  • 44.5-Yield Spreads

    

  • 45.1-Structure of Mortgage Backed Securities

    

  • 45.2-Prepayment Risk and Non-Mortgage-Backed ABS

    

  • 46.1-Sources of Returns Duration

    

  • 46.2-Interest Rate Risk Money Duration

    

  • 46.3-Convexity and Yield Volatility

    

  • 47.1-Credit Risk and Bond Ratings

    

  • 47.2-Evaluating Credit Quality

    

• 7.Derivatives

  • 48.1-Derivatives Markets

    

  • 49.1-Forwards and Futures

    

  • 49.2-Swaps and Options

    

  • 50.1-Derivative Benefits Risks and Issuer and Investor Uses

    

  • 51.1-Arbitrage Replication and Carrying Costs

    

  • 52.1-Forward Contract Valuation

    

  • 53.1-Futures Valuation

    

  • 54.1-Swap Valuation

    

  • 55.1-Option Valuation

    

  • 56.1-Put-Call Parity

    

  • 57.1-Binomial Model for Option Values

    

• 8.Alternative Investments

  • 58.1-Alternative Investment Structures

    

  • 59.1-Performance Appraisal and Return Calculations

    

  • 60.1-Private Equity and Private Debt

    

  • 60.2-Real Estate Infrastructure and Natural Resources

    

  • 60.3-Hedge Funds

    

• 9. Portfolio Management and Wealth Planning

  • 61.1-Portfolio Management Process

    

  • 61.2-Asset Management and Pooled Investments

    

  • 62.1-Returns Measures

    

  • 62.2-Risk Aversion

    

  • 62.3-Portfolio Standard Deviation

    

  • 62.4-The Efficient Frontier

    

  • 63.1-Systematic Risk and Beta

    

  • 63.2-The CAPM and the SML

    

  • 64.1-Portfolio Planning and Construction

    

  • 65.1-Cognitive Errors vs Emotional Biases

    

  • 65.2-Emotional Biases

    

  • 66.1-Introduction to Risk Management

    

  • 67.1-Technical Analysis

    

  • 68.1-Fintech in Investment Management

    

• 10.Ethical and Professional Standards

  • 69.1-Ethics and Trust in the Investment Profession

    

  • 70.1-Code and Standards

    

  • 71.1-Standard IA B

    

  • 71.2-Standard IC D

    

  • 71.3-Standard II

    

  • 71.4-Standard IIIA B

    

  • 71.5-Standard IIIC D E

    

  • 71.6-Standard IV

    

  • 71.7-Standard V

    

  • 71.8-Standard VI

    

  • 71.9-Standard VII

    

  • 72.1-Introduction to GIPS

    

  • 73.1-Ethics Application