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          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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          課程問答

          課程評價

          課程試聽 推薦

          • FRM一級面授課程
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          • 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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