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詳情介紹
課程大綱
{in name="user_id" value="21644"} {/ in}課程試聽 推薦
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
1.金融英語
1 - FRM與英語
2 - Grammar
3 - Financial Risk
4 - Financial Institute
5 - Financial Products
2.金融計算器
前言
計算器版本介紹
計算器初覽
小數點位設置
運算優先級模式設置
期初期末模式設置
存儲調用操作
常用清除鍵操作
指數運算
對數、階乘、排列組合運算
泊松分布、二項分布運算
債券價格計算與日期函數運算
貨幣的時間價值運算
貨幣時間價值運算實務操作
貨幣時間價值運算不適用的情況
統計功能操作
3.金融市場產品
常見的金融機構
利率和債券
衍生品
4.債權類產品基礎
債券
5.銀行經營模式
銀行組織架構
銀行經營模式
銀行財報
6.金融數學
金融數學
7.2023年考綱解讀
考綱解讀
1.風險管理基礎
前言
1 - The Building Blocks of Risk Management
2 - How Do Firms Manage Financial Risk?
3 - The Governance of Risk Management
4 - Credit Risk Transfer Mechanisms
5 - Modern Portfolio Theory and Capital Asset Pricing Model
6 - The APT and Multifactor Models of Risk and Return
7 - Principles for Effective Data Aggregation and Risk Reporting
8 - Enterprise Risk Management and Future Trends
9 - Learning from Financial Disasters
10 - Anatomy of the Great Financial Crisis of 2007-2009
11 - GARP Code of Conduct
2.數量分析
Briefing
1 - Fundamentals of probability
2 - Random variables
3 - Common Univariate Random Variables
4 - Multivariate Random Variables
5 - Sample moments
6 - Hypothesis Testing
7 - Linear Regression
8 - Regression with Multiple Explanatory Variables
9 - Regression Diagnosis
10 - Stationary Time Series
11 - Non-Stationary Time Series
12 - Measuring Returns, Volatility, and Correlation
13 - Simulation and Bootstrapping
14 - Machine-Learning Methods
15 - Machine Learning and Prediction
3.金融市場產品
1 - Banks
2 - Insurance Companies and Pension Plans
3 - Funds Management
4 - Exchanges and OTC Markets
5 - Central clearing
6 - Interest Rates and Bonds
7 - Corporate Bonds
8 - Introduction to Derivatives
9 - Futures Markets
10 - Pricing Financial Forward and Futures
11 - Foreign Exchange Markets
12 - FRA and Interest Rate Futures
13 - Using Futures for Hedging
14 - Swaps
15 - Options Markets
16 - Properties of Options
17 - Trading Strategies
18 - Exotic Options
19 - Mortgages and Mortgage-Backed Securities
4.估值與風險模型
科目介紹
1 - Measures of Financial Risk
2 - Calculating and Applying VaR
3 - Measuring and Monitoring Volatility
4 - External and Internal Ratings
5 - Country Risk: Determinants, Measures, and Implications
6 - Measuring Credit Risk
7 - Operational Risk
8 - Stress Testing
9 - Pricing Conventions, Discounting, and Arbitrage
10 - Interest Rates
11 - Bond Yields and Return Calculations
12 - Applying Duration, Convexity, and DV01
13 - Modeling Non-Parallel Term Structure Shifts and Hedging
14 - Binomial Trees
15 - The Black-Scholes-Merton Model
16 - Option Sensitivity Measures: The “Greeks”
1.風險管理基礎
1 - Risk Management and Corporate Government
2 - Modern Portfolio Theory
3 - Learning From Financial Disasters
4 - The Anatomy of Subprime Crisis
2.數量分析
Quantitative Analysis
3.金融市場產品
1 - Financial Institutions and CCP
2 - Interest Rates and Bonds basics
3 - Forwards and Futures
4 - Swaps
5 - Options Markets
6 - Mortgage-Backed Securities
4.估值與風險模型
1 - Market Risk
2 - Credit Risk
3 - Operational Risk
4 - Bonds
5 - Options
