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课程大纲
{in name="user_id" value="21644"} {/ in}课程试听 推荐
1.金融数学
1.Fundamentals of Probability
2.Common Distributions
3.Descriptive Statistics
4.Inferential statistics
5.Hypothesis testing
6.Correlation analysis
7.Linear regression
2.金融英语
FRM与英语(1)
FRM与英语(2)
Grammar(1)
Grammar(2)
Financial Risk
Financial Institute(1)
Financial Institute(2)
Financial Institute(3)
Financial Products(1)
Financial Products(2)
3.金融计算器
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.金融市场产品
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.金融债券类产品基础
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. 银行经营模式
1.Bank Governance Framework
2.Bank operation model
3.Bank financial statement
1.风险管理基础
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.数量分析
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.金融市场产品
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. 估值与风险模型
科目介绍
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
1.市场风险
1.Mean-variance framework
2.Normal distribution and Mean-variance framework limitations
3.Value at risk (VaR) and VaR limitations
4.Coherent risk measures and ES
5.Linear and nonlinear derivatives and Historical simulation approach
6.Delta-normal approach and Full revaluation method
7.Deviations From the Normal Distribution
8.Regime Switching
9.Volatility Measurement
10.The EWMA Model and GARCH (1,1) Model
11.Mean reversion and Correlation
12.Historical-based approach
13.Nonparametric vs. Parametric VaR Methods and implied-volatility-based approach
14.Arithmetic and Geometric returns
15.Normal VaR and Lognormal VaR
16.Bootstrap Historical Simulation Approach
2.信用风险
1.Basic of credit risk
2.Credit risk measurement
3.Credit risk management
3.操作风险
1.Event classification of Operational risk
2.Data Governance of Operational risk
3.Measurement methods of Operational risk
4.Organizational Structure in Operational risk
5.Capital Planning of Operational risk
1.市场风险
0-1 introduction
1-1 Basic methods of VaR estimation
1-2 Coherent risk estimation
2-1 Bootstrap historical simulation
2-2 Four Non-parametric Approaches
3-1 Block Maxima Method
3-2 Peaks-over-Threshold
4-1 Backtesting VaR Introduction
4-2 Backtesting VaR methods(1)
4-2 Backtesting VaR methods(2)
5-1 Mapping introduction
5-2 VaR mapping application(1)
5-2 VaR mapping application(2)
6-1 lessons in VaR estimation
7-1 Correlation in finance
7-2 Correlation trading
7-3 Risk management and the financial crisis
8-1 Mean Reversion of Correlation
9-1 Copulas and Joint Default Probability
10-1 Single and two-Variable Regression Based Hedging
11-1 Binomial tree- Risk neutral and replication pricing(1)
12-1 Interest Rate Expectation, Volatility and Risk Premium
13-1 Model 1 and Model 2
13-2 Ho-lee Model and VasiceK model
14-1 Time variability of volatility
15-1 Foreign currency option
15-2 Equity option
16-1 Regulation evolutions
2.信用风险
0-1 Introduction
1-1 Credit risk introduction(1)
1-1 Credit risk introduction(2)
2-1 Job Descriptions
3-1 Expected loss and unexpected loss
4-1 Probabilities of default
4-2 Rating methods
5-1 Merton Model(1)
5-1 Merton Model(2)
5-2 Other Portfolio Credit Risk Models
6-1 Credit Spreads(1)
6-1 Credit Spreads(2)
7-1 Default correlation
8-1 Default correlation
9-1 Netting, compression and termination
10-1 Margin support
11-1 exposure metrics and mitigation(1)
11-1 exposure metrics and mitigation(2)
12-1 CVA, DVA and BCVA
12-2 Wrong way risk
13-1 Market risk prospective of CCR and stress testing
14-1 2007 GFC review
15-1 Credit derivatives(1)
15-1 Credit derivatives(2)
16-1 Securitization review(1)
16-1 Securitization review(2)
17-1 Waterfall Structure Calculation
18-1 Frictions in securitization
3.操作风险
0-1 Introduction
1-1 Introduction to Operational Risk and Resilience
1-2 Introduction to Operational Risk and Resilience
1-3 Introduction to Operational Risk and Resilience
1-4 Introduction to Operational Risk and Resilience
2-1 Risk Governance
2-2 Risk Governance
3-1 Risk Identification
2-3 Risk Governance
3-2 Risk Identification
2-4 Risk Governance
3-3 Risk Identification
4-1 Risk Measurement and Assessment
3-4 Risk Identification
4-2 Risk Measurement and Assessment
4-3 Risk Measurement and Assessment
4-4 Risk Measurement and Assessment
4-5 Risk Measurement and Assessment
4-6 Risk Measurement and Assessment
4-7 Risk Measurement and Assessment
5-1 Risk Mitigation
5-2 Risk Mitigation
5-3 Risk Mitigation
5-4 Risk Mitigation
5-5 Risk Mitigation
5-6 Risk Mitigation
6-1 Risk Reporting
6-2 Risk Reporting
6-3 Risk Reporting
6-4 Risk Reporting
7-1 Integrated Risk Management
7-2 Integrated Risk Management
7-3 Integrated Risk Management
7-4 Integrated Risk Management
8-1 Cyber-Resilience- Range of Practices
8-2 Cyber-Resilience- Range of Practices
8-3 Cyber-Resilience- Range of Practices
8-4 Cyber-Resilience- Range of Practices
8-5 Cyber-Resilience- Range of Practices
9-1 Case Study- Cyberthreats and Information Security Risks
9-2 Case Study- Cyberthreats and Information Security Risks
10-1 Sound Management of Risks Related to Money Laundering and Financing of Terrorism
10-2 Sound Management of Risks Related to Money Laundering and Financing of Terrorism
10-3 Sound Management of Risks Related to Money Laundering and Financing of Terrorism
11-1 Management of Risk Associated with Money Laundering and Financing of Terrorism
11-2 Management of Risk Associated with Money Laundering and Financing of Terrorism
12-1 Guidance on Managing Outsourcing Risk
12-2 Guidance on Managing Outsourcing Risk
13-1 Case Study- Third-Party Risk Management
13-2 Case Study- Third-Party Risk Management
14-1 Case Study- Investor Protection and Compliance Risks in Investment Activities
14-2 Case Study- Investor Protection and Compliance Risks in Investment Activities
15-1 Supervisory Guidance on Model Risk Management
15-2 Supervisory Guidance on Model Risk Management
15-3 Supervisory Guidance on Model Risk Management
15-4 Supervisory Guidance on Model Risk Management
16-1 Case Study- Model Risk and Model Validation
16-2 Case Study- Model Risk and Model Validation
16-3 Case Study- Model Risk and Model Validation
17-1 Stress Testing Banks
17-2 Stress Testing Banks
17-3 Stress Testing Banks
18-1 Risk Capital Attribution and Risk-Adjusted Performance Measurement
18-2 Risk Capital Attribution and Risk-Adjusted Performance Measurement
18-3 Risk Capital Attribution and Risk-Adjusted Performance Measurement
18-4 Risk Capital Attribution and Risk-Adjusted Performance Measurement
18-5 Risk Capital Attribution and Risk-Adjusted Performance Measuremen
18-6 Risk Capital Attribution and Risk-Adjusted Performance Measurement
18-7 Risk Capital Attribution and Risk-Adjusted Performance Measurement
18-8 Risk Capital Attribution and Risk-Adjusted Performance Measurement
19-1 Range of Practices and Issues in Economic Capital Frameworks
19-2、3 Range of Practices and Issues in Economic Capital Frameworks
19-4 Range of Practices and Issues in Economic Capital Frameworks
20-1 Capital Planning at Large Bank Holding Companies
20-2 Capital Planning at Large Bank Holding Companies
21-1 Capital Regulation Before the Global Financial Crisis
21-2 Capital Regulation Before the Global Financial Crisis
21-3 Capital Regulation Before the Global Financial Crisis
21-4 Capital Regulation Before the Global Financial Crisis
21-5,6 Capital Regulation Before the Global Financial Crisis
21-7 Capital Regulation Before the Global Financial Crisis
21-8 Capital Regulation Before the Global Financial Crisis
22-1、2、3 Solvency, Liquidity and Other Regulation After the Global Financial Crisis
22-4 Solvency, Liquidity and Other Regulation After the Global Financial Crisis
22-5 Solvency, Liquidity and Other Regulation After the Global Financial Crisis
22-6 Solvency, Liquidity and Other Regulation After the Global Financial Crisis
22-7、8 Solvency, Liquidity and Other Regulation After the Global Financial Crisis
23-1 High-Level Summary of Basel Ⅲ Reforms
23-2 High-Level Summary of Basel Ⅲ Reforms
23-3 High-Level Summary of Basel Ⅲ Reforms
24-1、2 Basel Ⅲ-Finalising Post-Crisis Reforms
24-3 Basel Ⅲ-Finalising Post-Crisis Reforms
4.投资风险
1-1 Factor Theory
1-2 Capital asset pricing model
1-3 Multifactor Model
1-4 Efficient market theory
1-5 Example
2-1.Macroeconomic risk factors
2-2.Dynamic risk factors
2-3.Example
3-1 Characteristics of Sound Benchmarks
3-2.Fundamental Law of Active Management
3-3.Alphas for nonlinear strategies
3-4 Example
4-1 Portfolio Construction Inputs
4-2.Transaction Costs
4-3 Portfolio Construction Techniques
4-4 Example
5-1 Portfolio VaR
5-2 Marginal VaR
5-3 Incremental VaR and Component VaR
5-4 Portfolio VaR---Summary
5-5 Example
6-1 Two Basic Steps of the Investment Process
6-2 Funding Ris
6-3 Monitoring Risk with VAR
6-4 Example
7-1 The Three Legs of Risk Management
7 - 2 Liquidity Considerations
7 - 3 Example
8 - 1 Time-Weighted and Dollar-Weighted Return
8 - 2 Risk-Adjusted Performance Measures
8-3 Market Timing Ability
8-4 Performance Attribution
8-5 Example
9-1 Hedge Funds versus Mutual Funds
9-2 Hedge Fund Strategies
9-3 Fund of Hedge Funds
9-4 Example
10-1 Past Fund Failures
10-2 Due Diligence of Operational Environment
10-3 Example
11-1 Information Disclosures
11-2 Efficacy of Information Disclosures
11-3 Example
5.流动性风险
introduction
1-1 Liquidity Trading Risk
1-2 liquidity funding risk.mp4.mp4
1-3 Liquidity Black Hole
2-1 funding liquidity risk
2-2 leverage and forms of credit in contemporary finance
2-3 transactions liquidity risk
3-1 Early Warning Indicators
4-1 introduction
4-2 popular money and capital market investment instruments
4-3 factors affecting choice of investment securities
4-4 investment maturity strategies
5-1 the demand for and supply of liquidity
5-2 strategies for liquidity managers
5-3 estimating liquidity needs
5-4 legal reserves and money position management.
6-1 uses and sources of intraday liquidity
6-2 risk measurement and monitoring tools for financial institutions
7-1 monitor liquidity
8-1 the failure mechanics of dealer banks
9-1 liquidity stress testing
10-1 liquidity risk reporting and stress testing
11-1 contingency funding planning
12-1 types of deposits offered by depository institutions
12-2 pricing deposits
13-1 alternative non-depiosit sources of funds
13-2 choosing among alternative non-deposit sources
14-1 repurchase agreements structure and uses
14-2 general and special repo rates
15-1 liquidity transfer pricing a guide to better practice
16-1 the US dollar shortage in global banking and international policy response
17-1 covered interest parity lost
18-1 risk management for changing interest rates asset liability management and duration techniques
19-1 illiquidity asset
6.金融时事分析
0-1 current issues
1-1 paper1
2-1 paper2
3-1 paper3
4-1 paper4
5-1 paper5
6-1 paper6
7-1 paper7
8-1 paper8
1.会计师事务所——管理咨询
会计师事务所——管理咨询
2.会计师事务所——审计
会计师事务所——审计
3.会计师事务所——税务
会计师事务所——税务
4.会计师事务所——风险咨询
风险咨询
5.500强企业——内审
500强企业——内审
6.500强企业——财务工作前景
500强企业财务工作前景
7.金融机构——投行
1.投行简要介绍
2.投行起源与发展
3.投行业务类型
4.投行招聘与规划
8.金融机构——私募
金融机构——私募
9.金融机构——行业研究
1 - 行研简要介绍
2 - 行研工作内容
3 - 行研薪酬体系
4 - 行研招聘要求
10.金融机构——资产管理
金融机构——资产管理
11.行业变革与未来
1.介绍
2.引入篇-西洋跳棋&国际跳棋
3.引入篇-围棋&AlphaZero
4.原理篇-大数据(1)
5.原理篇-大数据(2)
6.原理篇-人工智能
7.原理篇-区块链
8.未来篇-AI带来的变化
9.未来篇-AI的风险
10.未来篇-AI的个人应对
1.职场形象与商务礼仪
职场形象与商务礼仪
2.赢在简历
赢在简历
3.四大招聘流程简介
四大招聘流程简介
1.Excel商务运用技巧
Excel商务运用技巧
2.教你做出眼前一亮的PPT
教你做出眼前一亮的PPT
3.高效办公的Word必修课
高效办公的Word必修课
4.WIND数据库的使用方法
M1-1 Wind数据库介绍
M1-2 Wind数据库介绍
M1-3 Wind数据库介绍
M1-4 Wind数据库介绍
M1-5 Wind数据库介绍
M1-6 Wind数据库介绍
M1-7 Wind数据库介绍
M2-1 权益研究重点功能
M2-2 权益研究重点功能
M3-1 债券研究-交易重点功能
M3-2 债券研究-交易重点功能
M3-3 债券研究-交易重点功能
M4 基金研究重点功能
M5 组合管理
1.大学生最值得参加的商赛实训
大学生最值得参加的商赛实训
2.高效学习，快人一步
拒绝拖延 高效学习
1.第一章 介绍
1-1 安装
1-2 前导
1-3 编写第一个程序-Hello World
1-4 随堂练习
5 - Python 中的函数
1-6 随堂练习
1-7 一个稍微复杂的程序示例-Chaos
1-8 随堂练习和第一章总结
2.第二章 编写简单的程序
2-1 示例程序——汇率换算
2-2 程序要素——名称
2-3 随堂练习
2-4 程序要素——表达式
2-5 程序要素——输出语句
2-6 程序要素——赋值语句
2-7 随堂练习
2-8 程序要素——确定循环
2-9 示例程序——计算终值
2-10 随堂练习
2-11 第二章总结
3.第三章 数值计算
3-1 Python 中数值类型
2-2 类型的转换
2-3 随堂练习
2-4 Python 中的 Math 库
5 - 原地运算
3-6 第三章总结
4.第四章 字符串
4.1 索引和切片
4-2 随堂练习
4-3 字符串的操作
4-4 示例程序——生成用户名
4-5 示例程序——月份缩写
4-6 Python 中的列表
4-7 示例程序——月份缩写（升级版）
4-8 列表与字符串
4-9 随堂练习
4-10 字符串编码
4-11 示例程序——编码器
4-12 字符串方法
4-13 示例程序——编码器
4-14 长字符串
4-15 格式化输出
4-16 文件处理
4-17 示例程序——批处理
4-18 文件对话框
4-19 章节总结——第四章
5.第五章 定义函数
5-1 示例程序——生日歌
5-2 函数的定义和调用
5-3 定义多个参数的函数
5-4 有返回值的函数
5-5 修改参数的函数
5-6 默认参数
5-7 不定长参数
5-8 随堂练习
5-9 匿名函数
5-10 章节总结——第五章
6.第六章 条件结构
6-1 条件结构
6-2 示例程序——温度警告
6-3 条件判断语句
6- 4 条件结构的类型
6-5 单路判断和两路判断
6-6 随堂练习
6-7 多路判断
6-8 随堂练习
6-9 处理多个条件
6-10 异常处理
6-11 三元表达式
6-12 章节总结——第六章
6-13 随堂练习
7.第七章 循环结构
7-1 确定循环
7-2 while 语句
7-3 交互式循环
7-4 哨兵循环
7-5 文件循环
7-6 嵌套循环
7-7 随堂练习
7-8 break 和 continue 语句
7-9 章节总结——第七章
8.第八章 模拟与设计
8-1 随机数
8-2 示例程序——计算圆周率
8-3 示例程序——壁球游戏
9.第九章 模块与封装
9-1 自定义模块
9-2 导入同级目录下的模块
9-3 导入不同级目录下的模块
9-4 __name__ 属性
10.第十章 Python Principal
10-1 数据类型
10-2 输入与输出
10-3 函数
10-4 选择结构
10-5 循环结构
10-6 模块
10-7 随机数
10-8 模拟与设计
11.第十一章 其他专题
11-1 海龟作图
11-2 使用 with 进行文件操作
12.第十二章 递归（选学）
12-1 示例程序——计算阶乘
12-2 示例程序——反转字符串
12-3 示例程序——汉诺塔
12-4 效率问题
12-5 示例程序——Fibonacci
12-6 示例程序——分形树
13.第十三章 数据集合
13-1 列表
13-2 随堂练习
13-3 元组
13-4 字典
13-5 集合
14.第十四章 高级语法
14-1 生成表达式
14-2 高阶函数
15.第十五章 Numpy
15-1 Numpy 数组的介绍
15-2 使用列举创建数组
15-3 数组的属性
15-4 创建等差数组
15-5 创建随机数组
15-6 其他创建数组的方法
15-7 数组的数据类型
15-8 索引和切片
15-9 布尔索引
15-10 智能索引
15-11 数组的形态操作
15-12 数组的运算
15-13 通用函数
15-14 统计函数
15-15 数组的遍历
15-16 线性代数
16.第十六章 广播和布尔索引
16-1 广播
16-2 布尔数组和布尔索引
17.第十七章 Pandas I
17-1 DataFrame 数据结构
17-2 Series 数据结构
17-3 数据表的读写
17-4 提取数据表的行和列
17-5 提取数据表的某一区域
17-6 DataFrame 中的作图
17-7 新增字段
18.第十八章 Pandas II
18-1 重命名
18-2 整体统计与分组统计
18-3 数据表的排序
18-4 Long to Wide
18-5 数据透视表
18-6 Wide to Long
18-7 数据表的纵向合并
18-8 数据表的横向合并
18-9 处理时间序列数据
18-10 处理文本数据
19.第十九章 Pandas III
19-1 创建 Series
19-2 将 Series 转换为 Numpy Array
19-3 Series 的索引和切片
19-4 Series 的运算
19-5 创建 DataFrame
19-6 丢弃数据
19-7 设置 Index
19-8 DataFrame 的索引和切片
19-9 向 DataFrame 中添加列
19-10 滚动计算
20.第二十章 缺失值的处理
20-1 None 与 NaN
20-2 处理 Pandas 中的缺失值
21.第二十一章 数据可视化 I
21-1 Stateful approach
21-2 Stateless approach
21-3 调整图形
21-4 常用图形
22.第二十二章 数据可视化 II
22-1 单组数据的可视化
22-2 多组数据关系的可视化
23. 第二十三章 获取金融数据
23-1 tushare
23-2 pandas-datareader
24.第二十四章 面向对象程序设计（选学）
24-1 类和对象
24-2 类的方法
24-3 二叉树模型
24-4 模型实现
25.课后练习
26-1 课后练习1
26-2 课后练习2
26-3 课后练习3
26-4 课后练习4
26-5 课后练习5
26.经典案例
27-1 Cases —— 哥德巴赫猜想
27-2 Cases —— 随机游走
27-3 Cases —— 策略回测函数的 Excel实现
27-4 Cases —— Titanic 幸存分析
27-5 Cases —— 板块分析
27-6 Cases —— 生命游戏
27-7 Cases —— 股债长期收益分析
27-8 Cases —— 赌博游戏
27.微课堂
爬虫
注释和快捷键
文件和文件夹的处理
1.前导课
1-1 财务分析与估值建模课程介绍
1-2 如何阅读财务报告
1-3 认识资产负债表
1-4 认识现金流量表
1-5 认识利润表
2.财务分析
2-1 财务分析的核心指标
2-2 基于企业盈利链的财务分析框架
2-3 毛利率分析
2-4 存货中的财务诡计
2-5 一招提高 ROE
2-6 费用以及损益
2-7 周转率分析
2-8 资产负债率分析
2-9 现金流量分析
2-10 京沪高铁
2-11 华测检测
3.财务风险识别
3-1 财务舞弊
3-2 盈余管理方法
3-3 东阿阿胶
3-4 财务风险识别
3-5 康美药业
3-6 康得新
3-6 乐视网
4.股权激励
4-1 股权激励的概念
4-2 股权激励的要点
4-3 泸州老窖
4-4 美的集团
4-5 伊利股份
4-6 ST凯迪
5.估值建模
5-1 相对估值法
5-2 正确理解市盈率变动
5-3 绝对估值法
5-4 自由现金流折现模型
5-6 贵州茅台
5-7 伊利股份
5-8 上海机场
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