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大学生FRM金融菁英计划OMO

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课程简介: 大学生FRM金融菁英计划OMO

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前导入门课

  • 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

基础精讲课

  • 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

前导入门课

  • 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

基础精讲课

  • 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

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  • 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

职场加油站——求职技能

  • 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

职场生存宝典——高效办公

  • 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

大学生能力拓展课程

  • 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

Python金融实战课

  • 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

    • 3-2 类型的转换

    • 3-3 随堂练习

    • 3-4 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

财务分析与估值建模

  • 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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