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      1. 融躍教育

        FRM全科面授智課

        價格: 詳情咨詢當地子公司

        課程簡介: FRM一級面授+FRM二級智播課

        視頻有效期:36個月

        視頻時長:約47小時

        詳情介紹

        課程大綱

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        課程試聽 推薦

        • FRM一級面授課程
        • FRM沖刺私播密訓營(一級)
        • FRM沖刺私播密訓營(二級)
        • FRM一級標準網課
        • FRM快速PASS智播課(二級)

        FRM一級

        • 1.沖刺直播

          • 數量分析

          • 風險管理基礎

          • 估值與風險模型

          • 金融市場產品

          • 模擬機考

        FRM二級

        • 1.沖刺直播

          • 操作風險

          • current issue

          • 流動性風險

          • 市場風險

          • 投資風險

          • 信用風險

          • 模擬機考

        前導入門課

        • 1.金融數學

          • 1.Fundamentals of Probability

          • 2.Common Distributions

          • 3.Descriptive Statistics

          • 4.Inferential statistics

          • 5.Hypothesis testing

          • 6.Correlation analysis

          • 7.Linear regression

        • 2.金融英語

          • FRM與英語(1)

          • FRM與英語(2)

          • Grammar(1)

          • Grammar(2)

          • Financial Risk

          • Financial Institute(1)

          • Financial Institute(2)

          • Financial Institute(3)

          • Financial Products(1)

          • Financial Products(2)

        • 3.金融計算器

          • 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.金融市場產品

          • 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.金融債券類產品基礎

          • 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. 銀行經營模式

          • 1.Bank Governance Framework

          • 2.Bank operation model

          • 3.Bank financial statement

        基礎精講課

        • 1.風險管理基礎

          • 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.數量分析

          • 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.金融市場產品

          • 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. 估值與風險模型

          • 科目介紹

          • 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

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