價格： ￥ 23980.00
視頻有效期：60個月
視頻時長：約1201學時
視頻數量：1740個
詳情介紹
課程大綱
{in name="user_id" value="21644"} {/ in}課程試聽 推薦
1.Fixed Income
Module 1 Fixed-Income Securities: Defining Elements
Module 2 Fixed-Income Markets: Issuance, Trading, and Funding
Module 3 Introduction to Fixed-Income Valuation
Module 4 Introduction to Asset-Backed Securities
Module 5 Understanding Fixed-Income Risk and Return
Module 6 Fundamentals of Credit Analysis
2.Ethical and Professional Standards
Module 1 Ethics and Professionalism
Module 2 Code of Ethics and Standards of Professional Conduct
Module 3 Guidance for Standards I–VII
Module 4 Introduction to the Global Investment Performance Standards (GIPS)
Module 5 Ethics Application
3.Corporate Issuers
overview
Module 1 Corporate Structures and Ownership
Module 2 Introduction to Corporate Governance and Other ESG Considerations
Module 3 Business Models & Risks
Module 4 Capital Investments
Module 5 Working Capital & Liquidity
Module 6 Cost of Capital-Foundational Topics
Module 7 Capital Structure
Module 8 Measure of Leverage
4.Equity Investment
Module 1 Market Organization and Structure
Module 2 Security Market Indices
Module 3 Market Efficiency
Module 4 Overview of Equity Securities
Module 5 Introduction to Industry and company Analysis
Module 6 Equity Valuation: Concept and Basic Tool
5.Portfolio Management and Wealth Planning
Module 1 Portfolio management overview
Module 2 Portfolio Risk and Return: Part Ⅰ
Module 3 Portfolio Risk and Return: Part Ⅱ
Module 4 Basic of Portfolio Planning and Construction
Module 5 The Behavioral Biases of Individuals
Module 6 Introduction to Risk Management
Module 7 Technical Analysis
Module 8 Fintech in Investment Management
6.Derivatives
Module 1 Derivative Instrument and Derivative Market Features
Module 9 Option Replication Using Put–Call Parity
Module 8 Pricing and Valuation of Options
Module 7 Pricing and Valuation of Interest Rates and Other Swaps
Module 6 Pricing and Valuation of Futures Contracts
Module 5 Pricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities
Module 4 Arbitrage, Replication, and the Cost of Carry in Pricing Derivatives
Module 3 Derivative Benefits, Risks, and Issuer and Investor Uses
Module 2 Forward Commitment and Contingent Claim Features and Instruments
Module 10 Valuing a Derivative Using a One-Period Binomial Model
7.Alternative Investments
Module 1 Categories, Characteristics, and Compensation Structures of Alternative Investments
Module 2 Performance Calculation and Appraisal of Alternative Investments
Module 3 Private Capital, Real Estate, Infrastructure, Natural Resources, and Hedge Funds
8.Financial Statement Analysts-Lai
Module 1 Introduction to Financial Statement Analysis
Module 12 Financial Statement Analysis: Applications
Module 11 Financial Reporting Quality
Module 10 Long-Term Liabilities and Leases
Module 9 Income Taxes
Module 8 Long-Lived Assets
Module 7 Inventories
Module 6 Financial Analysis Techniques
Module 5 Understanding Cash Flow Statements
Module 4 Understanding Balance Sheets
Module 3 Understanding Income Statements
Module 2 Financial Reporting Standards
Introduction
9.Financial Statement Analysts-Clara
Module 1 Introduction to Financial Statement Analysis
Module 11 Financial reporting quality
Module 10 Long-Term Liabilities
Module 9 Income taxes
Module 8 Long-Lived Assets
Module 7 Inventories
Module 6 Financial Analysis Techniques
Module 5 Understanding Cash Flow Statements
Module 4 Understanding Balance Sheets
Module 3 Understanding Income Statements
Module 2 Financial Reporting Standards
Module 12 Applications of Financial Statement Analysis
10.Economics
overview
Module 1 Topics in Demand and Supply Analysis
Module 2 The Firm and Market Structures
Module 3 Aggregate Output, Prices, and Economic Growth
Module 4 Understanding Business Cycles
Module 5 Monetary and Fiscal Policy
Module 6 Introduction to Geopolitics
Module 7 International Trade and Capital Flows
Module 8 Currency Exchange Rates
11.Quantitative Methods
Module 1 The Time Value of Money
Module 2 Organizing, Visualizing, and Describing Data
Module 3 Probability Concepts
Module 4 Common Probability Distributions
Module 5 Sampling and Estimation
Module 6 Hypothesis Testing
Module 7 Introduction to Linear Regression
1.計算機使用教程
計算機使用教程
2.計算器使用教程
1 - 計算器基本操作
2 - CFA考試用操作和功能
3 - CFA考試用功能的經典例題
4 - CFA考試推薦設置
3.金融數學
金融數學
4.CFA考前注意事項
CFA考前注意事項
5.金融英語
金融英語
6.財務報表分析前導
財務報表分析前導
7.2023年一級考綱變化
2023年一級考綱變化
8.官方機考系統體驗
官方機考系統介紹
1.Quantitative Methods
Module 1 The Time Value of Money
Module 2 Organizing, Visualizing, and Describing Data
Module 3 Probability Concepts
Module 4 Common Probability Distributions
Module 5 Sampling and Estimation
Module 6 Hypothesis Testing
Module 7 Introduction to Linear Regression
2.Portfolio Management and Wealth Planning
Module 1 Portfolio management overview
Module 2 Portfolio Risk and Return- Part I
Module 3 Portfolio Risk and Return- Part II
Module 4 Basics of Portfolio Planning and Construction
Module 5 The Behavioral Biases of Individuals
Module 6 Introduction to Risk Management
Module 7 Technical Analysis
Module 8 Fintech in Investment Management
3.Alternative Investments
Module 1 Categories, Characteristics, and Compensation Structures of Alternative Investments
Module 2 Performance Calculation and Appraisal of Alternative Investments
Module 3 Private Capital, Real Estate, Infrastructure, Natural Resources, and Hedge Funds
4.Derivatives
Module 1 Derivative Instrument and Derivative Market Features
Module 2 Forward Commitment and Contingent Claim Features and Instruments
Module 3 Derivative Benefits, Risks, and Issuer and Investor Uses
Module 5 Pricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities
Module 6 Pricing and Valuation of Futures Contracts
Module 7 Pricing and Valuation of Interest Rates and Other Swaps
Module 8 Pricing and Valuation of Options
Module 10 Valuing a Derivative Using a One-Period Binomial Model
5.Fixed Income
Module 1 Fixed-Income Securities: Defining Elements
Module 2 Fixed-Income Markets: Issuance, Trading, and Funding
Module 3 Introduction to Fixed-Income Valuation
Module 4 Introduction to Asset-Backed Securities
Module 5 Understanding Fixed-Income Risk and Return
Module 6 Fundamentals of Credit Analysis
6.Equity Investment
Module 1 Market Organization and Structure
Module 2 Security Market Indices
Module 3 Market Efficiency
Module 4 Overview of Equity Securities
Module 5 Introduction to Industry and company Analysis
Module 6 Equity Valuation: Concept and Basic Tool
7.Corporate Issuers
Module 1 Corporate Structures and Ownership
Module 2 Introduction to Corporate Governance and Other ESG Considerations
Module 3 Business Models & Risks
Module 4 Capital Investments
Module 5 Working Capital & Liquidity
Module 6 Cost of Capital-Foundational Topics
Module 7 Capital Structure
Module 8 Measure of Leverage
8.Financial Statement Analysts-Lai
Module 1 Introduction to Financial Statement Analysis
Module 12 Financial Statement Analysis: Applications
Module 11 Financial Reporting Quality
Module 10 Long-Term Liabilities and Leases
Module 9 Income Taxes
Module 8 Long-Lived Assets
Module 7 Inventories
Module 6 Financial Analysis Techniques
Module 5 Understanding Cash Flow Statements
Module 4 Understanding Balance Sheets
Module 3 Understanding Income Statements
Module 2 Financial Reporting Standards
習題知識點匯總
9.Financial Statement Analysts-Clara
Module 1 Introduction to Financial Statement Analysis
Module 11 Financial reporting quality
Module 10 Long-Term Liabilities
Module 9 Income taxes
Module 8 Long-Lived Assets
Module 7 Inventories
Module 6 Financial Analysis Techniques
Module 5 Understanding Cash Flow Statements
Module 4 Understanding Balance Sheets
Module 3 Understanding Income Statements
Module 2 Financial Reporting Standards
Module 12 Applications of Financial Statement Analysis
10.Economics
Module 1 Topics in Demand and Supply Analysis
Module 2 The Firm and Market Structures
Module 3 Aggregate Output, Prices, and Economic Growth
Module 4 Understanding Business Cycles
Module 5 Monetary and Fiscal Policy
Module 6 Introduction to Geopolitics
Module 7 International Trade and Capital Flows
Module 8 Currency Exchange Rates
11.Ethical and Professional Standards
Module 1 Ethics and Trust in the Investment Profession
Module 2 Code of Ethics and Standards of Professional Conduct
Module 3 Guidance for Standards I–VII
Module 4 Introduction to the Global Investment Performance Standards (GIPS)
1.Fixed Income
Module 1 The Term Structure and Interest Rate Dynamics
Module 2 The Arbitrage-Free Valuation Framework
Module 3 Valuation and Analysis of Bonds with Embedded Options
Module 4 Credit Analysis Models
Module 5 Credit Default Swaps
2.Ethical and Professional Standards
Module 1 Code of Ethics and Standards of Professional Conduct
Module 2 Guidance for Standards I–VII
Module 3 Application of the Code and Standards: Level II
3.Corporate Issuers
Module 1 Analysis of Dividends and Share Repurchases
Module 2 Environmental, Social, and Governance (ESG) Considerations in Investment Analysis
Module 3 Cost of Capital: Advanced Topics
Module 4 Corporate Restructuring
4.Equity Investment
Module 1 Equity Valuation: Applications and Processes
Module 2 Discounted Dividend Valuation
Module 3 Free Cash Flow Valuation
Module 4 Market-Based Valuation: Price and Enterprise Value Multiples
Module 5 Residual Income Valuation
Module 6 Private Company Valuation
5.Portfolio Management and Wealth Planning
Module 1 Exchange-Traded Funds: Mechanics and Applications
Module 2 Using Multifactor Models
Module 3 Measuring and Managing Market Risk
Module 4 Backtesting and Simulation
Module 5 Economics and Investment Markets
Module 6 Analysis of Active Portfolio Management
Module 7 Trading Costs and Electronic Markets
6.Derivatives
Module 1 Pricing and Valuation of Forward Commitments
Module 2 Valuation of Contingent Claims
7.Alternative Investments
Module 1 Overview of Types of Real Estate Investment
Module 2 Investments in Real Estate through Private Vehicles
Module 3 Investments in Real Estate Through Publicly Traded Securities
Module 4 Private Equity Investments
Module 5 Introduction to Commodities and Commodity Derivatives
8.Financial Statement Analysts-Liv
Module 1 Intercorporate Investments
Module 2 Employee Compensation: Post-Employment and Share-Based
Module 3 Multinational Operations
Module 4 Analysis of Financial Institutions
Module 5 Evaluating Quality of Financial Reports
Module 6 Integration of Financial Statement Analysis Techniques
Module 7 Financial Statement Modeling
9.Financial Statement Analysts-Lucy
Module 1 Intercorporate Investments
Module 2 Employee Compensation: Post-Employment and Share-Based
Module 3 Multinational Operations
Module 4 Analysis of Financial Institutions
Module 5 Evaluating Quality of Financial Reports
Module 6 Integration of Financial Statement Analysis Techniques
Module 7 Financial Statement Modeling
overview
10.Economics
Module 1 Currency Exchange Rates- Understanding Equilibrium Value
Module 2 Economic Growth and investment decision
Module 3 Economics of Regulation
11.Quantitative Methods
Module 1 Basics of Multiple Regression and Underlying Assumptions
Module 2 Evaluating Regression Model Fit and Interpreting Model Results
Module 3 Model Misspecification
Module 4 Extensions of Multiple Regression
Module 5 Time-Series Analysis
Module 6 Machine learning ( ML )
Module 7 Big Data Projects
1.Quantitative Methods
Module 1 Basics of Multiple Regression and Underlying Assumptions
Module 2 Evaluating Regression Model Fit and Interpreting Model Results
Module 3 Model Misspecification
Module 4 Extensions of Multiple Regression
Module 5 Time-Series Analysis
Module 6 Machine learning ( ML )
Module 7 Big Data Projects
2.Portfolio Management and Wealth Planning
Module 1 Exchange-Traded Funds: Mechanics and Applications
Module 2 Using Multifactor Models
Module 3 Measuring and Managing Market Risk
Module 4 Backtesting and Simulation
Module 5 Economics and Investment Markets
Module 6 Analysis of Active Portfolio Management
Module 7 Trading Costs and Electronic Markets
3.Alternative Investments
Module 2 Investments in Real Estate through Private Vehicles
Module 3 Investments in Real Estate Through Publicly Traded Securities
Module 4 Private Equity Investments
Module 5 Introduction to Commodities and Commodity Derivatives
4.Derivatives
Module 1 Pricing and Valuation of Forward Commitments
Module 2 Valuation of Contingent Claims
5.Fixed Income
Module 1 The Term Structure and Interest Rate Dynamics
Module 2 The Arbitrage-Free Valuation Framework
Module 3 Valuation and Analysis of Bonds with Embedded Options
Module 4 Credit Analysis Models
Module 5 Credit Default Swaps
6.Equity Investment
Module 1 Equity Valuation: Applications and Processes
Module 2 Discounted Dividend Valuation
Module 3 Free Cash Flow Valuation
Module 4 Market-Based Valuation: Price and Enterprise Value Multiples
Module 5 Residual Income Valuation
Module 6 Private Company Valuation
7.Corporate Issuers
Module 1 Analysis of Dividends and Share Repurchases
Module 2 Environmental, Social, and Governance (ESG) Considerations in Investment Analysis
Module 3 Cost of Capital: Advanced Topics
Module 4 Corporate Restructuring
8.Financial Statement Analysts
Module 1 Intercorporate Investments
Module 2 Employee Compensation: Post-Employment and Share-Based
Module 3 Multinational Operations
Module 4 Analysis of Financial Institutions
Module 5 Evaluating Quality of Financial Reports
Module 6 Integration of Financial Statement Analysis Techniques
Module 7 Financial Statement Modeling
9.Financial Statement Analysts-Liv
Module 1 Intercorporate Investments
Module 2 Employee Compensation: Post-Employment and Share-Based
Module 3 Multinational Operations
Module 4 Analysis of Financial Institutions
Module 5 Evaluating Quality of Financial Reports
Module 6 Integration of Financial Statement Analysis Techniques
Module 7 Financial Statement Modeling
10.Economics
Module 1 Currency Exchange Rates- Understanding Equilibrium Value
Module 2 Economic Growth and investment decision
Module 3 Economics of Regulation
11.Ethical and Professional Standards
Module 2 Guidance for Standards I–VII
1.2023年考綱解讀
考綱解讀
1.Behavioral Finance
Reading 1 The Behavioral Biases of Individuals
Reading 2 Behavioral Finance and Investment Processes
2.Cases in Portfolio Management and Risk Management
Reading 28 Case Study in Portfolio Management Institutional
Reading 29 Case Study in Risk Management: Private Wealth
Reading 30 Integrated Cases in Risk Management: Institutional
3.Trading, Performance Evaluation, and Manager Selection
Reading 25 Trade Strategy and Execution
Reading 26 Portfolio Performance Evaluation
Reading 27 Investment Manager Selection
4.Portfolio Management for Institutional Investors
Reading 24 Portfolio Management for Institutional Investors
5.Private Wealth Management
Introduction
Reading 21 Overview of Private Wealth Management
Reading 22 Topics in Private Wealth Management
Reading 23 Risk Management for Individuals
6.Alternative Investments for Portfolio Management
Reading 19 Hedge Fund Strategies
Reading 20 Asset Allocation to Alternative Investments
7.Equity Portfolio Management
Reading 15 Overview of Equity Portfolio Management
Reading 16 Passive Equity Investing
Reading 17 Active Equity Investing: Strategies
Reading 18 Active Equity Investing: Portfolio Construction
8.Fixed-Income Portfolio Management
Reading 11 Overview of Fixed- Income Portfolio Management
Reading 12 Liability- Driven and Index- Based Strategies
Reading 13 Yield Curve Strategies
Reading 14 Fixed- Income Active Management Credit Strategies
9.Derivatives and Currency Management
Reading 8 Options Strategies
Reading 9 Swaps, Forwards, and Futures Strategies
Reading 10 Currency Management: An Introduction
10.Asset Allocation and Related Decisions in Portfolio Management
Reading 5 Overview of Asset Allocation
Reading 6 Principles of Asset Allocation
Reading 7 Asset Allocation with Real-World Constraints
11.Capital Market Expectations
Reading 3 Capital Market Expectations, Part 1 Framework and Macro Considerations
Reading 4 Capital Market Expectations, Part 2 Forecasting Asset Class Returns
12.Ethical and Professional Standards
Reading 31 Code of Ethics and Standards of Professional Conduct
Reading 32 Guidance for Standards I–VII
Reading 33 Application of the Code and Standards: Level III
Reading 34 Asset Manager Code of Professional Conduct
Reading 35 Overview of the Global Investment Performance Standards
1.Behavioral Finance
Reading 1 The Behavioral Biases of Individuals
Reading 2 Behavioral finance
2.Trading, Performance Evaluation, and Manager Selection
Reading 25 Trade Strategy and Execution
Reading 26 Portfolio Performance Evaluation
Reading 27 Investment Manager Selection
3.Portfolio Management for Institutional Investors
Reading 24 Portfolio Management for Institutional Investors
4.Private Wealth Management
Reading 21 Overview of Private Wealth Management
Reading 22 Topics in Private Wealth Management
Reading 23 Risk Management for Individuals
5.Alternative Investments for Portfolio Management
Reading 19 Hedge Funds
Reading 20 Asset allocation to alternative investments
6.Equity Portfolio Management
Reading 15 Introduction to Equity Portfolio Management
Reading 16 Passive Equity Investing
Reading 17 Active Equity Investing:Strategies
Reading 18 Active Equity Investing:Portfolio Construction
7.Fixed-Income Portfolio Management
Reading 11 Overview of Fixed-Income Portfolio Management
Reading 12 Liability-Driven and Index-Based Strategies
Reading 13 Yield Curve Strategies
Reading 14 Fixed-Income Active Management: Credit Strategies
8.Derivatives and Currency Management
Reading 8 Options Strategies
Reading 9 Swaps, Forwards, and Futures Strategies
Reading 10 Currency Management: An Introduction
9.Asset Allocation and Related Decisions in Portfolio Management
Reading 5 Overview of Asset Allocation
Reading 6 Principles of Asset Allocation
Reading 7 Asset Allocation with Real-World Constraints
10.Capital Market Expectations
Reading 3 Capital Market Expectations, Part 1: Framework and Macro Considerations
Reading 4 Capital Market Expectations, Part 2: Forecasting Asset Class Returns
11.Ethical and Professional Standards
Reading 32 Guidance for Standards I–VII
Reading 33 Application of the Code and Standards: Level III
Reading 34 Asset Manager Code of Professional Conduct
Reading 35 Overview of the Global Investment Performance Standards
1.Behavioral Finance
Reading 1 The Behavioral Biases of Individuals
Reading 2 Behavioral Finance and Investment Processes
2.Trading, Performance Evaluation, and Manager Selection
Reading 25 Trade strategy and execution
Reading 26 Portfolio performance evaluation
Reading 27 Investment manager selection
3.Portfolio Management for Institutional Investors
Reading 24 Portfolio Management for Institutional Investors
4.Private Wealth Management
Reading 21 Overview of Private Wealth Management
Reading 22 Topics in Private Wealth Management
Reading 23 Risk Management for Individuals
5.Alternative Investments for Portfolio Management
Reading 19 Hedge Funds
Reading 20 Asset allocation to alternative investments
6.Equity Portfolio Management
Reading 15 Overview of Equity Portfolio Management
Reading 16 Passive Equity Investing
Reading 17 Active Equity Investing Strategies
Reading 18 Active Equity Investing Portfolio Construction
7.Fixed-Income Portfolio Management
Reading 11 Overview of Fixed- Income Portfolio Management
Reading 12 Liability- Driven and Index- Based Strategies
Reading 13 Yield Curve Strategies
Reading 14 Fixed- Income Active Management- Credit Strategies
8.Derivatives and Currency Management
Reading 8 Options Strategies
Reading 9 Swaps, Forwards, and Futures Strategies
Reading 10 Currency Management- An Introduction
9.Asset Allocation and Related Decisions in Portfolio Management
Reading 5 Overview of Asset Allocation
Reading 6 Principles of Asset Allocation
Reading 7 Asset Allocation with Real-World Constraints
10.Capital Market Expectations
Reading 4 Capital Market Expectations, Part 2: Forecasting Asset Class Returns
Reading 3 Capital Market Expectations, Part 1: Framework and Macro Considerations
11.Ethical and Professional Standards
Reading 31&Reading 32 Guidance for Standards I–VII
Reading 34 Asset Manager Code of Professional Conduct
Reading 35 Overview of the Global Investment Performance Standards
1.Behavioral Finance
Behavioral Finance
2.Trading, Performance Evaluation, and Manager Selection
Trading, Performance Evaluation, and Manager Selection
3.Portfolio Management for Institutional Investors
Portfolio Management for Institutional Investors
4.Private Wealth Management
Private Wealth Management
5.Alternative Investments for Portfolio Management
Alternative Investments for Portfolio Management
6.Equity Portfolio Management
Equity Portfolio Management
7.Fixed-Income Portfolio Management
Fixed-Income Portfolio Management
8.Derivatives and Currency Management
Derivatives and Currency Management
9.Asset Allocation and Related Decisions in Portfolio Management
Asset Allocation and Related Decisions in Portfolio Management
10.Capital Market Expectations
Capital Market Expectations
11.Ethical and Professional Standards
Ethical and Professional Standards
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
貨幣時間價值運算不適用的情況
貨幣時間價值運算實務操作
貨幣的時間價值運算
債券價格計算與日期函數運算
泊松分布、二項分布運算
對數、階乘、排列組合運算
指數運算
常用清除鍵操作
存儲調用操作
期初期末模式設置
運算優先級模式設置
小數點位設置
計算器初覽
計算器版本介紹
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
10 - Anatomy of the Great Financial Crisis of 2007-2009
9 - Learning from Financial Disasters
8 - Enterprise Risk Management and Future Trends
7 - Principles for Effective Data Aggregation and Risk Reporting
6 - The APT and Multifactor Models of Risk and Return
5 - Modern Portfolio Theory and Capital Asset Pricing Model
4 - Credit Risk Transfer Mechanisms
3 - The Governance of Risk Management
2 - How Do Firms Manage Financial Risk?
1 - The Building Blocks of Risk Management
11 - GARP Code of Conduct
2.數量分析
Briefing
14 - Machine-Learning Methods
13 - Simulation and Bootstrapping
12 - Measuring Returns, Volatility, and Correlation
11 - Non-Stationary Time Series
10 - Stationary Time Series
9 - Regression Diagnosis
8 - Regression with Multiple Explanatory Variables
7 - Linear Regression
6 - Hypothesis Testing
5 - Sample moments
4 - Multivariate Random Variables
3 - Common Univariate Random Variables
2 - Random variables
1 - Fundamentals of probability
15 - Machine Learning and Prediction
3.金融市場產品
1 - Banks
18 - Exotic Options
17 - Trading Strategies
16 - Properties of Options
15 - Options Markets
14 - Swaps
13 - Using Futures for Hedging
12 - FRA and Interest Rate Futures
11 - Foreign Exchange Markets
10 - Pricing Financial Forward and Futures
9 - Futures Markets
8 - Introduction to Derivatives
7 - Corporate Bonds
6 - Interest Rates and Bonds
5 - Central clearing
4 - Exchanges and OTC Markets
3 - Funds Management
2 - Insurance Companies and Pension Plans
19 - Mortgages and Mortgage-Backed Securities
4.估值與風險模型
科目介紹
15 - The Black-Scholes-Merton Model
14 - Binomial Trees
13 - Modeling Non-Parallel Term Structure Shifts and Hedging
12 - Applying Duration, Convexity, and DV01
11 - Bond Yields and Return Calculations
10 - Interest Rates
9 - Pricing Conventions, Discounting, and Arbitrage
8 - Stress Testing
7 - Operational Risk
6 - Measuring Credit Risk
5 - Country Risk: Determinants, Measures, and Implications
4 - External and Internal Ratings
3 - Measuring and Monitoring Volatility
2 - Calculating and Applying VaR
1 - Measures of Financial Risk
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
1.2023年考綱解讀
考綱解讀
2.市場風險
市場風險
3.信用風險
信用風險
4.操作風險
操作風險
1.市場風險
0 - Introduction
15 - Volatility Smiles
14 - The Art of Term Structure Model Volatility and Distribution
13 - The Art of Term Structure Model： Drift
12 - The Evolution of Short Rates and the Shape of the Term Structure
11 - The Science ofTerm Structure Models
10 - Empirical Approaches to Risk Metrics and Hedging
9 - Financial Correlation Modeling-Bottom-Up Approaches
8 - Empirical Properties of Correlation: How Do Correlations Behave in the Real World?
7 - Correlation Basics:Definitions, Applications, and Terminology
6 - Messages from the Academic Literature on Risk Management for the Trading Book
5 - VaR Mapping
4 - backtesting VaR
3 - ParametricApproaches (II):Extreme Value
2 - Non-parametric approaches
1 - Estimate market risk measurement
16 - FundamentalReview of theTrading Book
2.信用風險
1 - The credit decision
18 - Understanding the securitization of subprime mortgage credit
17 - Structured credit risk
16 - An introduction of securitization
15 - Credit transfer markets and their implications
14 - Credit scoring and retail credit risk management
13 - The evolution of stress-testing counterparty exposures
12 - CVA
11 - Future Value and Exposure
10 - Margin(Collateral) and Settlement
9 - Netting, close-out and related aspects
8 - Counterparty risk and beyond
7 - Portfolio credit risk
6 - Spread risk and default intensity models
5 - Credit risk and credit derivatives
4 - Rating assignment methodologies
3 - Capital Structure in Banks
2 - The credit analyst
Introduction
3.操作風險
Introduction
14 - Case Study: Investor Protection and Compliance Risks in Investment Activities
15 - Supervisory Guidance on Model Risk Management
16 - Case Study: Model Risk and Model Validation
17 - Stress Testing Banks
18 - Risk Capital Attribution and Risk-Adjusted Performance Measurement
19 - Range of Practices and Issues in Economic Capital Frameworks
20 - Capital Planning at Large Bank Holding Companies
21 - Capital Regulation Before the Global Financial Crisis
22 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis
23 - High-Level Summary of Basel Ⅲ Reforms
13 - Case Study: Third-Party Risk Management
12 - Guidance on Managing Outsourcing Risk
11 - Case Study: Financial Crime and Fraud
1 - Introduction to Operational Risk and Resilience
2 - Risk Governance
3 - Risk Identification
4 - Risk Identification
5 - Risk Mitigation
6 - Risk Reporting
7 - Integrated Risk Management
8 - Cyber-Resilience: Range of Practices
9 - Case Study: Cyberthreats and Information Security Risks
10 - Sound Management of Risks Related to Money Laundering and Financing of Terrorism
24 - Basel Ⅲ:Finalising Post-Crisis Reforms
4.流動性風險
introduction
11 - Contingency Funding Planning
12 - Managing and Pricing Deposit Services
13 - Managing Non-deposit Liabilities
14 - Repurchase Agreements and Financing
15 - Liquidity Transfer Pricing: A Guide to Better Practice
16 - The US dollar Shortage in Global Banking and International Policy Response
17 - Covered Interest Parity Lost: Understanding the Cross-Currency Basis
18 - Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques
10 - Liquidity Risk Reporting and Stress Testing
9 - liquidity Stress Testing
4 - The Investment Function in Financial-services Management
1 - Liquidity Risk
2 - Liquidity and Leverage
3 - Early Warning Indicators
5 - Liquidity and Reserves Management Strategies and Policies
6 - Intraday Liquidity Risk Management
7 - Monitoring Liquidity
8 - The Failure Mechanics of Dealer Banks
19 - Illiquid Assets
5.投資風險
9 - Hedge Funds
10 - Performing Due Diligence on Specific Managers and Funds
8 - Portfolio Performance Evaluation
7 - Risk Monitoring and Performance Measurement
6 - VaR and Risk Budgeting in Investment Management
5 - Portfolio Risk：Analytical Methods
4 - Portfolio Construction
3 - Alpha (and the Low-Risk Anomaly)
2 - Factors
1 - Factor theory
11 - Predicting Fraud by Investment Managers
6.金融時事分析
6 - paper6
5 - paper5
4 - paper4
3 - paper3
0 - current issues
1 - paper1
2 - paper2
7 - paper7
8 - paper8
1.市場風險
1 - Estimating Market Risk Measures
2 - orrelation Basics
3 - The Science of Term Structure Models
4 - Volatility Smiles
2.信用風險
1 - Basics of Credit Risk
2 - Credit Risk Measurements
3 - Counterparty Risk and Mitigations
4 - Credit Derivatives and Securitization
3.投資風險
10 - Performing Due Diligence on Specific Managers and Funds
2 - Factors
3 - Alpha (and the Low-Risk Anomaly)
4 - Portfolio Construction
5 - Portfolio Risk：Analytical Methods
6 - VaR and Risk Budgeting in Investment Management
7 - Risk Monitoring and Performance Measurement
8 - Portfolio Performance Evaluation
9 - Hedge Funds
1 - Factor Theory
11 - Detecting Fraud by Investment Managers
4.流動性風險
2 - part 2
3 - part 3
1 - part 1
0 - introduction
4 - part 4
5.操作風險
5 - topic5
11- Topic11
10 - Topic10
9 - Topic9
8 - Topic8
7 - Topic7
6 - topic6
2 - topic2
1 - topic1
0 - topic0
4 - topic4
3 - topic3
12 - Topic12
2020-09-22 16:54
講課緊貼考點，深入淺出，例題講解細致，老非常有經驗。
2020-07-23 16:17
老師講的非常好，思路清晰，簡單易懂，讓我學習很有動力，CFA和FRM一起學是個不錯的選擇。
2020-07-07 16:19
非常好 ，老師講課簡單明了，非常易懂，本來覺得CFA+FRM會很難，沒想到慢慢都弄清楚了
2020-06-20 16:22
老師講解的都很細致，即使不是這個專業的也能聽的很明白，好評。
