Frm part1 오답노트 정리본
- 최초 등록일
- 2024.01.06
- 최종 저작일
- 2020.01
- 60페이지/
어도비 PDF
- 가격 5,000원
소개글
"Frm part1 오답노트 정리본"에 대한 내용입니다.
목차
Part 1
1. Foundations of risk management
2. How do firms manage financial risk
3. The governance of risk management
4. Credit risk transfer mechanism
5. MPT and CAPM
6. APT and multi factor models
7. Risk data aggregation and reporting principal
8. Enterprise risk management and future trends
9. Learning from financial disasters
11. Anatomy of the great financial crisis
12. Conduct of GARP code
Part 2
12. Fundamental probability
13. Random variables
14. Common univariable random variables
15. Multivariable random variables
16. Sample moments
17. Hyperthesis testing
18. Linear regression
19. Regression with multiple explanatory variables
20. Regression diagnostics
21. Stationary time series
22. Nonlinear time series
23. Measuring return, volatility, correlation
24. Simulation and bootstrapping
25. Banks
26. Insurance companies and pension plans
27. Fund management
28. Introduction to derivatives
29. Exchanges and OTC markets
30. Central clearing
31. Future markets
32. Using futures for hedging
33. Foreign exchange markets
34. Pricing financial forwards and futures
35. Commodity forwards and futures
36. Options markets
37. Option markets
38. Trading strategies
39. Exotic options
40. Properties of interest rates
41. Corporate bonds
42. Mortgages and mortgage-backed securities
43. Interest rate futures
44. Swaps
45. Measures of financial risk
46. Calculating and applying VaR
47. Measuring and monitoring volatility
48. External and interest credit ratings
49. Country risk
50. Measuring credit risk
51. Operational risk
52. Stress testing
53. Pricing conventions, discounting, and arbitrage
54. Interest rates
55. Bond yields and return calculations
56. Applying duration, convexity, DV01
57. Modeling and hedging non-parallel term structure shift
58. Binomial tree
59. The BSM model
60. Option sensitivity measures “The Greeks”
Special
Mock Exam #1
본문내용
<섬네일을 참고해 주세요>
참고 자료
없음
