课程详情

课程目录

• 第1章 前导入门班
  

  第2课节    金融英语

  • 1、 1 - FRM与英语(1)
  • 2、 1 - FRM与英语(2)
  • 3、 2 - Grammar(1)
  • 4、 2 - Grammar(2)
  • 5、 3 - Financial Risk
  • 6、 4 - Financial Institute(1)
  • 7、 4 - Financial Institute(2)
  • 8、 4 - Financial Institute(3)
  • 9、 5 - Financial Products(1)
  • 10、 5 - Financial Products(2)
  
  

  第3课节    金融数学

  • 1、 1 - Fundamentals of Probability
  • 2、 2 - Common Distributions
  • 3、 3 - Descriptive Statistics
  • 4、 4 - Inferential statistics
  • 5、 5 - Hypothesis testing
  • 6、 6 - Correlation analysis
  • 7、 7 - Linear regression
  
  

  第4课节    金融计算器

  • 1、 1 - Introduction
  • 2、 2 - Calculator Version
  • 3、 3 - Calculator overview
  • 4、 4 - Decimal point setting
  • 5、 5 - Priority mode setting
  • 6、 6 - Beginning and End mode setting
  • 7、 7 - Store and call function
  • 8、 8 - Common Clear key
  • 9、 9 - Exponential function
  • 10、10 - Logarithm, factorial, permutation and combination function
  • 11、 11 - Poisson distribution, binomial distribution function
  • 12、 12 - Bond price calculation and date function
  • 13、13 - Time value of money function
  • 14、 14 - Practice of time value of money
  • 15、 15 - Situations where time value of money does not apply
  • 16、 16 - Statistics function
  
  
• 第2章 基础精讲班
  

  第2课节    风险管理基础

  • 1、 Introduction
  • 2、 1-1 Typology of Risks and Risk Interactions
  • 3、 1-2 The Risk Management Process
  • 4、 2-1 Risk Management Road Map
  • 5、 2-2 Hedging Philosophy
  • 6、 3-1 The Post-Crisis Regulatory Response
  • 7、 3-2 Best Practice of risk Governance
  • 8、 4-1 Modern Portfolio Theory
  • 9、 4-2 CAL、CML、SML、CAPM
  • 10、 4-3 Performance Measures
  • 11、 5-1 The Arbitrage Pricing Theory
  • 12、 5-2 Different Types of Factor Models
  • 13、 5-3 Factor Analysis in Hedging Exposure
  • 14、 6-1 Benefits of Effective Risk Data Aggregation and Reporting
  • 15、 6-2 Key Governance Principles of Risk Data and Risk Reporting
  • 16、7-1 ERM- What Is It and Why Do Firms Need It and How to Action
  • 17、7-2 Risk Culture and Scenario Analysis and the future of risk management
  • 18、 8-1 Interest Rate Risk
  • 19、 8-2 Funding Liquidity Risk
  • 20、 8-3 Constructing and Implementing a Hedging Strategy
  • 21、 8-4 Model Risk
  • 22、 8-5 Financial Engineering
  • 23、 8-6 Rogue Trading and Misleading Reporting
  • 24、 8-7 Reputation Risk 、Corporate Governance、 Cyber Risk
  • 25、9-1 Overview of Credit Risk Transfer Mechanisms and How Can Be Useful
  • 26、9-2 The Mechanics of Securitization and From Buy-and-Hold to Originate-to-Distribution
  • 27、 10-1 How It All Started and The Role of Financial Intermediaries
  • 28、 10-2 The Liquidity Crunch Hits and Central Banks to the Rescue
  • 29、 11-1 Code of Conduct
  • 30、 11-2 Rules of Conduct and Applicability and Enforcement
  
  

  第3课节    数量分析

  • 1、 1 - Fundamentals of Probability(1)
  • 2、1 - Fundamentals of Probability(2)
  • 3、 2 - Random Variables(1)
  • 4、 2 - Random Variables(2)
  • 5、 3 - Common Univariate＆Random Variables(1)
  • 6、 3 - Common Univariate＆Random Variables(2)
  • 7、 4 - Multivariate Random Variables
  • 8、 5 - Sample Moments
  • 9、 6 - Hypothesis Tests(1)
  • 10、 6 - Hypothesis Tests(2)
  • 11、 7 - Linear Regression
  • 12、 8 - Regression with Multiple Explanatory Variables
  • 13、 9 - Regression Diagnostics
  • 14、 10 - Stationary Time Series
  • 15、 11 - Non-Stationary Time Series
  • 16、 12 - Measuring Returns, Volatility, and Correlation
  • 17、 13 - Simulation and Bootstrapping
  • 18、 14 - Machine-Learning Methods
  • 19、 15 - Machine-Learning and predict
  
  

  第4课节    金融市场产品

  • 1、 1 - Banks
  • 2、 2 - Insurance Companies and Pension Plans
  • 3、 3 - Funds Management(1)
  • 4、 3 - Funds Management(2)
  • 5、 4 - Exchanges and OTC Markets(1)
  • 6、 4 - Exchanges and OTC Markets(2)
  • 7、 5 - Central clearing
  • 8、 6 - Properties of Interest Rates(1)
  • 9、 6 - Properties of Interest Rates(2)
  • 10、 6 - Properties of Interest Rates(3)
  • 11、 6 - Properties of Interest Rates(4)
  • 12、 7 - Corporate Bonds(1)
  • 13、 7 - Corporate Bonds(2)
  • 14、 8 - Introduction to Derivatives(1)
  • 15、 8 - Introduction to Derivatives(2)
  • 16、 9 - Futures Markets(1)
  • 17、 9 - Futures Markets(2)
  • 18、 10 - Pricing Financial Forwards and Futures(1)
  • 19、 10 - Pricing Financial Forwards and Futures(2)
  • 20、 11 - Commodity Forwards and Futures
  • 21、 12 - Foreign Exchange Markets
  • 22、 13 - FRA and Interest Rate Futures(1)
  • 23、 13 - FRA and Interest Rate Futures(2)
  • 24、 14 - Using Futures for Hedging (1)
  • 25、 14 - Using Futures for Hedging (2)
  • 26、 15 - Swaps(1)
  • 27、 15 - Swaps(2)
  • 28、 16 - Options Markets(1)
  • 29、 16 - Options Markets(2)
  • 30、 17 - Properties of Options(1)
  • 31、 17 - Properties of Options(2)
  • 32、 18 - Trading Strategies(1)
  • 33、 18 - Trading Strategies(2)
  • 34、 18 - Trading Strategies(3)
  • 35、 19 - Exotic Options(1)
  • 36、 19 - Exotic Options(2)
  • 37、 20 - Mortgages and Mortgage-Backed Securities(1)
  • 38、 20 - Mortgages and Mortgage-Backed Securities(2)
  • 39、 20 - Mortgages and Mortgage-Backed Securities(3)
  
  

  第5课节    估值与风险模型

  • 1、 1-1 Measures of Financial Risk
  • 2、 1-2 Calculating and Applying VaR
  • 3、 1-3 Measuring and Monitoring Volatility(1)
  • 4、 1-3 Measuring and Monitoring Volatility(2)
  • 5、 2-1 External and Internal Credit Ratings
  • 6、 2-2 Country Risk- Determinants, Measures, and Implications
  • 7、 2-3 Measuring Credit Risk(1)
  • 8、 2-3 Measuring Credit Risk(2)
  • 9、 3-1 Operational Risk
  • 10、 3-2 Stress Testing
  • 11、 4-1 Pricing Conventions, Discounting, and Arbitrage(1)
  • 12、 4-1 Pricing Conventions, Discounting, and Arbitrage(2)
  • 13、 4-2 Interest Rates(1)
  • 14、 4-2 Interest Rates(2)
  • 15、 4-2 Interest Rates(3)
  • 16、 4-3 Bond Yields and Return Calculations(1)
  • 17、 4-3 Bond Yields and Return Calculations(2)
  • 18、 4-3 Bond Yields and Return Calculations(3)
  • 19、 4-4 Applying Duration, Convexity, and DV01(1)
  • 20、 4-4 Applying Duration, Convexity, and DV01(2)
  • 21、 4-5 Modeling Non-Parallel Term Structure Shifts and Hedging(1)
  • 22、 4-5 Modeling Non-Parallel Term Structure Shifts and Hedging(2)
  • 23、 5-1 Binomial Trees
  • 24、 5-2 The Black-Scholes-Merton Model
  • 25、 5-3 Option Sensitivity Measures(1)
  • 26、 5-3 Option Sensitivity Measures(2)
  • 27、 5-3 Option Sensitivity Measures(3)
  • 28、 5-3 Option Sensitivity Measures(4)
  
  
• 第3章 强化串讲班
  

  第2课节    风险管理基础

  • 1、 1-1 The Building Blocks of Risk Management
  • 2、 1-2 How Do Firms Manage Financial Risk
  • 3、 1-3 The Governance of Risk Management
  • 4、 1-4 Principles for Effective Data Aggregation and Risk Reportin
  • 5、 1-5 Enterprise Risk Management and Future Trends
  • 6、 2-1 Modern Portfolio Theory and Capital Asset Pricing Model
  • 7、 2-2 CAL、CML、SML、CAPM
  • 8、 2-3 Performance Measures
  • 9、 2-4 The APT and Multifactor Models of Risk and Return
  • 10、 3-1 Learning from Financial Disasters
  • 11、 3-2 Credit Risk Transfer Mechanisms
  • 12、 3-3 Anatomy of the Great Financial Crisis of 2007-2009
  • 13、 4-1 GARP Code of Conduct
  
  

  第3课节    数量分析

  • 1、 1 - Fundamentals of probability
  • 2、 2 - Random variables and Basic Statistics
  • 3、 3 - Common Univariate Random Variables
  • 4、 4 - Hypothesis testing
  • 5、 5 - Linear regression and Regression diagnostics
  • 6、 6 - Time Series
  • 7、 7 - Measuring returns, volatility, and correlation
  • 8、 8 - Simulation and Bootstrapping
  • 9、 9 - Machine learning
  
  

  第4课节    金融市场产品

  • 1、0-1 Introduction
  • 2、 1-1 Bank
  • 3、 1-2 Insurances
  • 4、1-3 Funds
  • 5、 1-4 OTC and exchange-trade markets
  • 6、 1-5 CCP
  • 7、2-1 Interest rate and fompounding
  • 8、 2-2 Bond pricing and Quotations bond
  • 9、 2-3 Duration and convexity
  • 10、2-4 Corporate bonds
  • 11、 2-5 MBS
  • 12、3-1 Forward and Futures contracts
  • 13、3-2 Futures Market
  • 14、3-3 Forward and Futures Prices
  • 15、3-4 FRA
  • 16、3-5 Interest Rate Futures
  • 17、3-6 Hedging Strategies Using Futures
  • 18、4-1 Swaps
  • 19、 5-1 Stock Options Specification
  • 20、5-2 Properties of Options
  • 21、5-3 Trading strategies
  • 22、5-4 Exotic options
  
  

  第5课节    估值与风险模型

  • 1、 1-1 Measures of Financial Risk
  • 2、 1-2 Calculating and Applying VaR
  • 3、 1-3 Measuring and Monitoring Volatility
  • 4、 2-1 External and Internal Credit Ratings
  • 5、 2-2 Country Risk- Determinants, Measures, and Implications
  • 6、 2-3 Measuring Credit Risk
  • 7、 3-1 Operational Risk
  • 8、 3-2 Stress Testing
  • 9、 4-1 Pricing Conventions, Discounting, and Arbitrage
  • 10、 4-2 Interest Rates
  • 11、 4-3 Bond Yields and Return Calculations
  • 12、 4-4 Applying Duration, Convexity, and DV01
  • 13、 4-5 Modeling Non-Parallel Term Structure Shifts and Hedging
  • 14、 5-1 Binomial Trees
  • 15、 5-2 The Black-Scholes-Merton Model
  • 16、 5-3 Option Sensitivity Measures The “Greeks”