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  • 融躍教育

    大學生FRM金融菁英計劃OMO

    價格: 詳情咨詢當地分校

    課程簡介: 大學生FRM金融菁英計劃OMO

    視頻有效期:36個月

    視頻時長:約100小時

    詳情介紹

    課程大綱

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    課程試聽 推薦

    • FRM一級標準網課
    • FRM二級標準網課
    • 大學生FRM金融菁英計劃OMO
    • 陪伴與成長計劃

    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

    前導入門課

    • 1.市場風險

      • 1.Mean-variance framework

      • 2.Normal distribution and Mean-variance framework limitations

      • 3.Value at risk (VaR) and VaR limitations

      • 4.Coherent risk measures and ES

      • 5.Linear and nonlinear derivatives and Historical simulation approach

      • 6.Delta-normal approach and Full revaluation method

      • 7.Deviations From the Normal Distribution

      • 8.Regime Switching

      • 9.Volatility Measurement

      • 10.The EWMA Model and GARCH (1,1) Model

      • 11.Mean reversion and Correlation

      • 12.Historical-based approach

      • 13.Nonparametric vs. Parametric VaR Methods and implied-volatility-based approach

      • 14.Arithmetic and Geometric returns

      • 15.Normal VaR and Lognormal VaR

      • 16.Bootstrap Historical Simulation Approach

    • 2.信用風險

      • 1.Basic of credit risk

      • 2.Credit risk measurement

      • 3.Credit risk management

    • 3.操作風險

      • 1.Event classification of Operational risk

      • 2.Data Governance of Operational risk

      • 3.Measurement methods of Operational risk

      • 4.Organizational Structure in Operational risk

      • 5.Capital Planning of Operational risk

    基礎精講課

    • 1.市場風險

      • 0-1 introduction

      • 1-1 Basic methods of VaR estimation

      • 1-2 Coherent risk estimation

      • 2-1 Bootstrap historical simulation

      • 2-2 Four Non-parametric Approaches

      • 3-1 Block Maxima Method

      • 3-2 Peaks-over-Threshold

      • 4-1 Backtesting VaR Introduction

      • 4-2 Backtesting VaR methods(1)

      • 4-2 Backtesting VaR methods(2)

      • 5-1 Mapping introduction

      • 5-2 VaR mapping application(1)

      • 5-2 VaR mapping application(2)

      • 6-1 lessons in VaR estimation

      • 7-1 Correlation in finance

      • 7-2 Correlation trading

      • 7-3 Risk management and the financial crisis

      • 8-1 Mean Reversion of Correlation

      • 9-1 Copulas and Joint Default Probability

      • 10-1 Single and two-Variable Regression Based Hedging

      • 11-1 Binomial tree- Risk neutral and replication pricing(1)

      • 12-1 Interest Rate Expectation, Volatility and Risk Premium

      • 13-1 Model 1 and Model 2

      • 13-2 Ho-lee Model and VasiceK model

      • 14-1 Time variability of volatility

      • 15-1 Foreign currency option

      • 15-2 Equity option

      • 16-1 Regulation evolutions

    • 2.信用風險

      • 0-1 Introduction

      • 1-1 Credit risk introduction(1)

      • 1-1 Credit risk introduction(2)

      • 2-1 Job Descriptions

      • 3-1 Expected loss and unexpected loss

      • 4-1 Probabilities of default

      • 4-2 Rating methods

      • 5-1 Merton Model(1)

      • 5-1 Merton Model(2)

      • 5-2 Other Portfolio Credit Risk Models

      • 6-1 Credit Spreads(1)

      • 6-1 Credit Spreads(2)

      • 7-1 Default correlation

      • 8-1 Default correlation

      • 9-1 Netting, compression and termination

      • 10-1 Margin support

      • 11-1 exposure metrics and mitigation(1)

      • 11-1 exposure metrics and mitigation(2)

      • 12-1 CVA, DVA and BCVA

      • 12-2 Wrong way risk

      • 13-1 Market risk prospective of CCR and stress testing

      • 14-1 2007 GFC review

      • 15-1 Credit derivatives(1)

      • 15-1 Credit derivatives(2)

      • 16-1 Securitization review(1)

      • 16-1 Securitization review(2)

      • 17-1 Waterfall Structure Calculation

      • 18-1 Frictions in securitization

    • 3.操作風險

      • 0-1 Introduction

      • 1-1 Introduction to Operational Risk and Resilience

      • 1-2 Introduction to Operational Risk and Resilience

      • 1-3 Introduction to Operational Risk and Resilience

      • 1-4 Introduction to Operational Risk and Resilience

      • 2-1 Risk Governance

      • 2-2 Risk Governance

      • 3-1 Risk Identification

      • 2-3 Risk Governance

      • 3-2 Risk Identification

      • 2-4 Risk Governance

      • 3-3 Risk Identification

      • 4-1 Risk Measurement and Assessment

      • 3-4 Risk Identification

      • 4-2 Risk Measurement and Assessment

      • 4-3 Risk Measurement and Assessment

      • 4-4 Risk Measurement and Assessment

      • 4-5 Risk Measurement and Assessment

      • 4-6 Risk Measurement and Assessment

      • 4-7 Risk Measurement and Assessment

      • 5-1 Risk Mitigation

      • 5-2 Risk Mitigation

      • 5-3 Risk Mitigation

      • 5-4 Risk Mitigation

      • 5-5 Risk Mitigation

      • 5-6 Risk Mitigation

      • 6-1 Risk Reporting

      • 6-2 Risk Reporting

      • 6-3 Risk Reporting

      • 6-4 Risk Reporting

      • 7-1 Integrated Risk Management

      • 7-2 Integrated Risk Management

      • 7-3 Integrated Risk Management

      • 7-4 Integrated Risk Management

      • 8-1 Cyber-Resilience- Range of Practices

      • 8-2 Cyber-Resilience- Range of Practices

      • 8-3 Cyber-Resilience- Range of Practices

      • 8-4 Cyber-Resilience- Range of Practices

      • 8-5 Cyber-Resilience- Range of Practices

      • 9-1 Case Study- Cyberthreats and Information Security Risks

      • 9-2 Case Study- Cyberthreats and Information Security Risks

      • 10-1 Sound Management of Risks Related to Money Laundering and Financing of Terrorism

      • 10-2 Sound Management of Risks Related to Money Laundering and Financing of Terrorism

      • 10-3 Sound Management of Risks Related to Money Laundering and Financing of Terrorism

      • 11-1 Management of Risk Associated with Money Laundering and Financing of Terrorism

      • 11-2 Management of Risk Associated with Money Laundering and Financing of Terrorism

      • 12-1 Guidance on Managing Outsourcing Risk

      • 12-2 Guidance on Managing Outsourcing Risk

      • 13-1 Case Study- Third-Party Risk Management

      • 13-2 Case Study- Third-Party Risk Management

      • 14-1 Case Study- Investor Protection and Compliance Risks in Investment Activities

      • 14-2 Case Study- Investor Protection and Compliance Risks in Investment Activities

      • 15-1 Supervisory Guidance on Model Risk Management

      • 15-2 Supervisory Guidance on Model Risk Management

      • 15-3 Supervisory Guidance on Model Risk Management

      • 15-4 Supervisory Guidance on Model Risk Management

      • 16-1 Case Study- Model Risk and Model Validation

      • 16-2 Case Study- Model Risk and Model Validation

      • 16-3 Case Study- Model Risk and Model Validation

      • 17-1 Stress Testing Banks

      • 17-2 Stress Testing Banks

      • 17-3 Stress Testing Banks

      • 18-1 Risk Capital Attribution and Risk-Adjusted Performance Measurement

      • 18-2 Risk Capital Attribution and Risk-Adjusted Performance Measurement

      • 18-3 Risk Capital Attribution and Risk-Adjusted Performance Measurement

      • 18-4 Risk Capital Attribution and Risk-Adjusted Performance Measurement

      • 18-5 Risk Capital Attribution and Risk-Adjusted Performance Measuremen

      • 18-6 Risk Capital Attribution and Risk-Adjusted Performance Measurement

      • 18-7 Risk Capital Attribution and Risk-Adjusted Performance Measurement

      • 18-8 Risk Capital Attribution and Risk-Adjusted Performance Measurement

      • 19-1 Range of Practices and Issues in Economic Capital Frameworks

      • 19-2、3 Range of Practices and Issues in Economic Capital Frameworks

      • 19-4 Range of Practices and Issues in Economic Capital Frameworks

      • 20-1 Capital Planning at Large Bank Holding Companies

      • 20-2 Capital Planning at Large Bank Holding Companies

      • 21-1 Capital Regulation Before the Global Financial Crisis

      • 21-2 Capital Regulation Before the Global Financial Crisis

      • 21-3 Capital Regulation Before the Global Financial Crisis

      • 21-4 Capital Regulation Before the Global Financial Crisis

      • 21-5,6 Capital Regulation Before the Global Financial Crisis

      • 21-7 Capital Regulation Before the Global Financial Crisis

      • 21-8 Capital Regulation Before the Global Financial Crisis

      • 22-1、2、3 Solvency, Liquidity and Other Regulation After the Global Financial Crisis

      • 22-4 Solvency, Liquidity and Other Regulation After the Global Financial Crisis

      • 22-5 Solvency, Liquidity and Other Regulation After the Global Financial Crisis

      • 22-6 Solvency, Liquidity and Other Regulation After the Global Financial Crisis

      • 22-7、8 Solvency, Liquidity and Other Regulation After the Global Financial Crisis

      • 23-1 High-Level Summary of Basel Ⅲ Reforms

      • 23-2 High-Level Summary of Basel Ⅲ Reforms

      • 23-3 High-Level Summary of Basel Ⅲ Reforms

      • 24-1、2 Basel Ⅲ-Finalising Post-Crisis Reforms

      • 24-3 Basel Ⅲ-Finalising Post-Crisis Reforms

    • 4.投資風險

      • 1-1 Factor Theory

      • 1-2 Capital asset pricing model

      • 1-3 Multifactor Model

      • 1-4 Efficient market theory

      • 1-5 Example

      • 2-1.Macroeconomic risk factors

      • 2-2.Dynamic risk factors

      • 2-3.Example

      • 3-1 Characteristics of Sound Benchmarks

      • 3-2.Fundamental Law of Active Management

      • 3-3.Alphas for nonlinear strategies

      • 3-4 Example

      • 4-1 Portfolio Construction Inputs

      • 4-2.Transaction Costs

      • 4-3 Portfolio Construction Techniques

      • 4-4 Example

      • 5-1 Portfolio VaR

      • 5-2 Marginal VaR

      • 5-3 Incremental VaR and Component VaR

      • 5-4 Portfolio VaR---Summary

      • 5-5 Example

      • 6-1 Two Basic Steps of the Investment Process

      • 6-2 Funding Ris

      • 6-3 Monitoring Risk with VAR

      • 6-4 Example

      • 7-1 The Three Legs of Risk Management

      • 7 - 2 Liquidity Considerations

      • 7 - 3 Example

      • 8 - 1 Time-Weighted and Dollar-Weighted Return

      • 8 - 2 Risk-Adjusted Performance Measures

      • 8-3 Market Timing Ability

      • 8-4 Performance Attribution

      • 8-5 Example

      • 9-1 Hedge Funds versus Mutual Funds

      • 9-2 Hedge Fund Strategies

      • 9-3 Fund of Hedge Funds

      • 9-4 Example

      • 10-1 Past Fund Failures

      • 10-2 Due Diligence of Operational Environment

      • 10-3 Example

      • 11-1 Information Disclosures

      • 11-2 Efficacy of Information Disclosures

      • 11-3 Example

    • 5.流動性風險

      • introduction

      • 1-1 Liquidity Trading Risk

      • 1-2 liquidity funding risk.mp4.mp4

      • 1-3 Liquidity Black Hole

      • 2-1 funding liquidity risk

      • 2-2 leverage and forms of credit in contemporary finance

      • 2-3 transactions liquidity risk

      • 3-1 Early Warning Indicators

      • 4-1 introduction

      • 4-2 popular money and capital market investment instruments

      • 4-3 factors affecting choice of investment securities

      • 4-4 investment maturity strategies

      • 5-1 the demand for and supply of liquidity

      • 5-2 strategies for liquidity managers

      • 5-3 estimating liquidity needs

      • 5-4 legal reserves and money position management.

      • 6-1 uses and sources of intraday liquidity

      • 6-2 risk measurement and monitoring tools for financial institutions

      • 7-1 monitor liquidity

      • 8-1 the failure mechanics of dealer banks

      • 9-1 liquidity stress testing

      • 10-1 liquidity risk reporting and stress testing

      • 11-1 contingency funding planning

      • 12-1 types of deposits offered by depository institutions

      • 12-2 pricing deposits

      • 13-1 alternative non-depiosit sources of funds

      • 13-2 choosing among alternative non-deposit sources

      • 14-1 repurchase agreements structure and uses

      • 14-2 general and special repo rates

      • 15-1 liquidity transfer pricing a guide to better practice

      • 16-1 the US dollar shortage in global banking and international policy response

      • 17-1 covered interest parity lost

      • 18-1 risk management for changing interest rates asset liability management and duration techniques

      • 19-1 illiquidity asset

    • 6.金融時事分析

      • 0-1 current issues

      • 1-1 paper1

      • 2-1 paper2

      • 3-1 paper3

      • 4-1 paper4

      • 5-1 paper5

      • 6-1 paper6

      • 7-1 paper7

      • 8-1 paper8

    職場加油站——行業洞察力

    • 1.會計師事務所——管理咨詢

      • 會計師事務所——管理咨詢

    • 2.會計師事務所——審計

      • 會計師事務所——審計

    • 3.會計師事務所——稅務

      • 會計師事務所——稅務

    • 4.會計師事務所——風險咨詢

      • 風險咨詢

    • 5.500強企業——內審

      • 500強企業——內審

    • 6.500強企業——財務工作前景

      • 500強企業財務工作前景

    • 7.金融機構——投行

      • 1.投行簡要介紹

      • 2.投行起源與發展

      • 3.投行業務類型

      • 4.投行招聘與規劃

    • 8.金融機構——私募

      • 金融機構——私募

    • 9.金融機構——行業研究

      • 1 - 行研簡要介紹

      • 2 - 行研工作內容

      • 3 - 行研薪酬體系

      • 4 - 行研招聘要求

    • 10.金融機構——資產管理

      • 金融機構——資產管理

    • 11.行業變革與未來

      • 1.介紹

      • 2.引入篇-西洋跳棋&國際跳棋

      • 3.引入篇-圍棋&AlphaZero

      • 4.原理篇-大數據(1)

      • 5.原理篇-大數據(2)

      • 6.原理篇-人工智能

      • 7.原理篇-區塊鏈

      • 8.未來篇-AI帶來的變化

      • 9.未來篇-AI的風險

      • 10.未來篇-AI的個人應對

    職場加油站——求職技能

    • 1.職場形象與商務禮儀

      • 職場形象與商務禮儀

    • 2.贏在簡歷

      • 贏在簡歷

    • 3.四大招聘流程簡介

      • 四大招聘流程簡介

    職場生存寶典——高效辦公

    • 1.Excel商務運用技巧

      • Excel商務運用技巧

    • 2.教你做出眼前一亮的PPT

      • 教你做出眼前一亮的PPT

    • 3.高效辦公的Word必修課

      • 高效辦公的Word必修課

    • 4.WIND數據庫的使用方法

      • M1-1 Wind數據庫介紹

      • M1-2 Wind數據庫介紹

      • M1-3 Wind數據庫介紹

      • M1-4 Wind數據庫介紹

      • M1-5 Wind數據庫介紹

      • M1-6 Wind數據庫介紹

      • M1-7 Wind數據庫介紹

      • M2-1 權益研究重點功能

      • M2-2 權益研究重點功能

      • M3-1 債券研究-交易重點功能

      • M3-2 債券研究-交易重點功能

      • M3-3 債券研究-交易重點功能

      • M4 基金研究重點功能

      • M5 組合管理

    大學生能力拓展課程

    • 1.大學生最值得參加的商賽實訓

      • 大學生最值得參加的商賽實訓

    • 2.高效學習,快人一步

      • 拒絕拖延 高效學習

    Python金融實戰課

    • 1.第一章 介紹

      • 1-1 安裝

      • 1-2 前導

      • 1-3 編寫第一個程序-Hello World

      • 1-4 隨堂練習

      • 5 - Python 中的函數

      • 1-6 隨堂練習

      • 1-7 一個稍微復雜的程序示例-Chaos

      • 1-8 隨堂練習和第一章總結

    • 2.第二章 編寫簡單的程序

      • 2-1 示例程序——匯率換算

      • 2-2 程序要素——名稱

      • 2-3 隨堂練習

      • 2-4 程序要素——表達式

      • 2-5 程序要素——輸出語句

      • 2-6 程序要素——賦值語句

      • 2-7 隨堂練習

      • 2-8 程序要素——確定循環

      • 2-9 示例程序——計算終值

      • 2-10 隨堂練習

      • 2-11 第二章總結

    • 3.第三章 數值計算

      • 3-1 Python 中數值類型

      • 3-2 類型的轉換

      • 2-3 隨堂練習

      • 2-4 Python 中的 Math 庫

      • 5 - 原地運算

      • 3-6 第三章總結

    • 4.第四章 字符串

      • 4.1 索引和切片

      • 4-2 隨堂練習

      • 4-3 字符串的操作

      • 4-4 示例程序——生成用戶名

      • 4-5 示例程序——月份縮寫

      • 4-6 Python 中的列表

      • 4-7 示例程序——月份縮寫(升級版)

      • 4-8 列表與字符串

      • 4-9 隨堂練習

      • 4-10 字符串編碼

      • 4-11 示例程序——編碼器

      • 4-12 字符串方法

      • 4-13 示例程序——編碼器

      • 4-14 長字符串

      • 4-15 格式化輸出

      • 4-16 文件處理

      • 4-17 示例程序——批處理

      • 4-18 文件對話框

      • 4-19 章節總結——第四章

    • 5.第五章 定義函數

      • 5-1 示例程序——生日歌

      • 5-2 函數的定義和調用

      • 5-3 定義多個參數的函數

      • 5-4 有返回值的函數

      • 5-5 修改參數的函數

      • 5-6 默認參數

      • 5-7 不定長參數

      • 5-8 隨堂練習

      • 5-9 匿名函數

      • 5-10 章節總結——第五章

    • 6.第六章 條件結構

      • 6-1 條件結構

      • 6-2 示例程序——溫度警告

      • 6-3 條件判斷語句

      • 6- 4 條件結構的類型

      • 6-5 單路判斷和兩路判斷

      • 6-6 隨堂練習

      • 6-7 多路判斷

      • 6-8 隨堂練習

      • 6-9 處理多個條件

      • 6-10 異常處理

      • 6-11 三元表達式

      • 6-12 章節總結——第六章

      • 6-13 隨堂練習

    • 7.第七章 循環結構

      • 7-1 確定循環

      • 7-2 while 語句

      • 7-3 交互式循環

      • 7-4 哨兵循環

      • 7-5 文件循環

      • 7-6 嵌套循環

      • 7-7 隨堂練習

      • 7-8 break 和 continue 語句

      • 7-9 章節總結——第七章

    • 8.第八章 模擬與設計

      • 8-1 隨機數

      • 8-2 示例程序——計算圓周率

      • 8-3 示例程序——壁球游戲

    • 9.第九章 模塊與封裝

      • 9-1 自定義模塊

      • 9-2 導入同級目錄下的模塊

      • 9-3 導入不同級目錄下的模塊

      • 9-4 __name__ 屬性

    • 10.第十章 Python Principal

      • 10-1 數據類型

      • 10-2 輸入與輸出

      • 10-3 函數

      • 10-4 選擇結構

      • 10-5 循環結構

      • 10-6 模塊

      • 10-7 隨機數

      • 10-8 模擬與設計

    • 11.第十一章 其他專題

      • 11-1 海龜作圖

      • 11-2 使用 with 進行文件操作

    • 12.第十二章 遞歸(選學)

      • 12-1 示例程序——計算階乘

      • 12-2 示例程序——反轉字符串

      • 12-3 示例程序——漢諾塔

      • 12-4 效率問題

      • 12-5 示例程序——Fibonacci

      • 12-6 示例程序——分形樹

    • 13.第十三章 數據集合

      • 13-1 列表

      • 13-2 隨堂練習

      • 13-3 元組

      • 13-4 字典

      • 13-5 集合

    • 14.第十四章 高級語法

      • 14-1 生成表達式

      • 14-2 高階函數

    • 15.第十五章 Numpy

      • 15-1 Numpy 數組的介紹

      • 15-2 使用列舉創建數組

      • 15-3 數組的屬性

      • 15-4 創建等差數組

      • 15-5 創建隨機數組

      • 15-6 其他創建數組的方法

      • 15-7 數組的數據類型

      • 15-8 索引和切片

      • 15-9 布爾索引

      • 15-10 智能索引

      • 15-11 數組的形態操作

      • 15-12 數組的運算

      • 15-13 通用函數

      • 15-14 統計函數

      • 15-15 數組的遍歷

      • 15-16 線性代數

    • 16.第十六章 廣播和布爾索引

      • 16-1 廣播

      • 16-2 布爾數組和布爾索引

    • 17.第十七章 Pandas I

      • 17-1 DataFrame 數據結構

      • 17-2 Series 數據結構

      • 17-3 數據表的讀寫

      • 17-4 提取數據表的行和列

      • 17-5 提取數據表的某一區域

      • 17-6 DataFrame 中的作圖

      • 17-7 新增字段

    • 18.第十八章 Pandas II

      • 18-1 重命名

      • 18-2 整體統計與分組統計

      • 18-3 數據表的排序

      • 18-4 Long to Wide

      • 18-5 數據透視表

      • 18-6 Wide to Long

      • 18-7 數據表的縱向合并

      • 18-8 數據表的橫向合并

      • 18-9 處理時間序列數據

      • 18-10 處理文本數據

    • 19.第十九章 Pandas III

      • 19-1 創建 Series

      • 19-2 將 Series 轉換為 Numpy Array

      • 19-3 Series 的索引和切片

      • 19-4 Series 的運算

      • 19-5 創建 DataFrame

      • 19-6 丟棄數據

      • 19-7 設置 Index

      • 19-8 DataFrame 的索引和切片

      • 19-9 向 DataFrame 中添加列

      • 19-10 滾動計算

    • 20.第二十章 缺失值的處理

      • 20-1 None 與 NaN

      • 20-2 處理 Pandas 中的缺失值

    • 21.第二十一章 數據可視化 I

      • 21-1 Stateful approach

      • 21-2 Stateless approach

      • 21-3 調整圖形

      • 21-4 常用圖形

    • 22.第二十二章 數據可視化 II

      • 22-1 單組數據的可視化

      • 22-2 多組數據關系的可視化

    • 23. 第二十三章 獲取金融數據

      • 23-1 tushare

      • 23-2 pandas-datareader

    • 24.第二十四章 面向對象程序設計(選學)

      • 24-1 類和對象

      • 24-2 類的方法

      • 24-3 二叉樹模型

      • 24-4 模型實現

    • 25.課后練習

      • 26-1 課后練習1

      • 26-2 課后練習2

      • 26-3 課后練習3

      • 26-4 課后練習4

      • 26-5 課后練習5

    • 26.經典案例

      • 27-1 Cases —— 哥德巴赫猜想

      • 27-2 Cases —— 隨機游走

      • 27-3 Cases —— 策略回測函數的 Excel實現

      • 27-4 Cases —— Titanic 幸存分析

      • 27-5 Cases —— 板塊分析

      • 27-6 Cases —— 生命游戲

      • 27-7 Cases —— 股債長期收益分析

      • 27-8 Cases —— 賭博游戲

    • 27.微課堂

      • 爬蟲

      • 注釋和快捷鍵

      • 文件和文件夾的處理

    財務分析與估值建模

    • 1.前導課

      • 1-1 財務分析與估值建模課程介紹

      • 1-2 如何閱讀財務報告

      • 1-3 認識資產負債表

      • 1-4 認識現金流量表

      • 1-5 認識利潤表

    • 2.財務分析

      • 2-1 財務分析的核心指標

      • 2-2 基于企業盈利鏈的財務分析框架

      • 2-3 毛利率分析

      • 2-4 存貨中的財務詭計

      • 2-5 一招提高 ROE

      • 2-6 費用以及損益

      • 2-7 周轉率分析

      • 2-8 資產負債率分析

      • 2-9 現金流量分析

      • 2-10 京滬高鐵

      • 2-11 華測檢測

    • 3.財務風險識別

      • 3-1 財務舞弊

      • 3-2 盈余管理方法

      • 3-3 東阿阿膠

      • 3-4 財務風險識別

      • 3-5 康美藥業

      • 3-6 康得新

      • 3-6 樂視網

    • 4.股權激勵

      • 4-1 股權激勵的概念

      • 4-2 股權激勵的要點

      • 4-3 瀘州老窖

      • 4-4 美的集團

      • 4-5 伊利股份

      • 4-6 ST凱迪

    • 5.估值建模

      • 5-1 相對估值法

      • 5-2 正確理解市盈率變動

      • 5-3 絕對估值法

      • 5-4 自由現金流折現模型

      • 5-6 貴州茅臺

      • 5-7 伊利股份

      • 5-8 上海機場

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