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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全科面授智課

      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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      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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