课程详情

课程目录

• 第1章 精讲班
  

  第2课节    风险管理基础（已更完）

  • 1、Risk Management A Helicoper View-1
  • 2、Risk Management A Helicoper View-2
  • 3、2 - Corporate Risk Management A Primer
  • 4、3 - Corporate Governance and Risk Management
  • 5、专题-风险治理实例
  • 6、4 - What is ERM
  • 7、5-Risk-Management and Risk taking in Banks
  • 8、Unit1-5Practice
  • 9、6-financial disasters(1)
  • 10、6.2 - financial disasters(2)
  • 11、7.1 - Deciphering the Liquidity and Credit Crunch 2007-2008(1)
  • 12、7.2 - Deciphering the Liquidity and Credit Crunch 2007-2008(2)
  • 13、8 - Getting Up to Speed on the Financial Crisis
  • 14、9 - Risk Management Failures
  • 15、Unit 2 - Practice
  • 16、10pre - MPT
  • 17、10 - The Standard Capital Asset Pricing Model
  • 18、11 - Measurement Performence
  • 19、12 - APT model
  • 20、12z - Unit3
  • 21、13 - Data Aggregation and Risk Reporting
  • 22、14.1 - GARP Code of Conduct
  • 23、14.2 - GARP Code Case Study(1)
  • 24、14.2 - GARP Code Case Study(2)
  • 25、14.2 - GARP Code Case Study(3)
  • 26、14z - Unit4
  
  

  第3课节    数量分析（已更完）

  • 1、15 - Probabilities
  • 2、16 - Basic Statitics
  • 3、17 - Distribution(1)
  • 4、17 - Distribution(2)
  • 5、18 - Bayesian Analysis
  • 6、Unit 5 - Practice Problems
  • 7、19-1-Hypothesis Tests
  • 8、19-2-Hypothesis Tests
  • 9、19-3-Hypothesis Tests
  • 10、20 - Regression with a Single Regressor
  • 11、21 - Single Regressor Hypothesis Tests
  • 12、22 - Linear Regression with Multiple Regressors
  • 13、23 - Multiple Regressors Hypothesis Tests
  • 14、unit6 - Practice
  • 15、24pre-时间序列分析前导课-1
  • 16、24pre-时间序列分析前导课-2
  • 17、24pre-时间序列分析前导课-3
  • 18、24 - Modeling and Forecasting Trend-1
  • 19、24 - Modeling and Forecasting Trend-2
  • 20、25 - Modeling and Forecasting Seasonality
  • 21、26 - Characterizing Cycles-1
  • 22、26 - Characterizing Cycles-2
  • 23、27 - Modeling Cycles-MA AR and ARMA Models
  • 24、Unit7 - Practice-1
  • 25、Unit7 - Practice-2
  • 26、28-Volatility-1
  • 27、28-Volatility-2
  • 28、29 - Correlation and Copulas-1
  • 29、29 - Correlation and Copulas-2
  • 30、30 - Simulation Methods-1
  • 31、30 - Simulation Methods-2
  • 32、Unit8 - Practice-1
  • 33、Unit8 - Practice-2
  
  

  第4课节    金融市场和产品（已更完）

  • 1、31 - Banks
  • 2、32 - Insurance
  • 3、33 - Funds
  • 4、Unit 9
  • 5、34 - Introduction of Derivatives
  • 6、35 - Mechanics of Futures Markets
  • 7、36 - Hedge Strategies using Futures
  • 8、37 - Interest rates
  • 9、38 - Determination of Forward and Futures Prices
  • 10、39 - Interest rate futures-1
  • 11、39 - Interest rate futures-2
  • 12、40 - Swaps
  • 13、Unit10-1
  • 14、Unit10-2
  • 15、41 - Mechanics of Options Markets
  • 16、42 - Properties of Stock Options
  • 17、43 - Trading Strategies Involving Options(1)
  • 18、43 - Trading Strategies Involving Options(2)
  • 19、44 - Exotic Options(1)
  • 20、44 - Exotic Options(2)
  • 21、Unit11 - practice
  • 22、45 - Commodity
  • 23、46 - Exchanges,OTC Derivatives,DPCs and SPVs-1
  • 24、46 - Exchanges,OTC Derivatives,DPCs and SPVs-2
  • 25、47-Basic Principles of Central Clearing
  • 26、48-Risks Caused by CCPs
  • 27、Unit12 - practice
  • 28、49 - Foreign exchange risk
  • 29、50 - Corporate bonds-1
  • 30、50 - Corporate bonds-2
  • 31、51 - Mortgage and MBS Securities(1)
  • 32、51 - Mortgage and MBS Securities(2)
  • 33、51 - Mortgage and MBS Securities(3)
  • 34、Unit 13 - Practice
  
  

  第5课节     估值和风险模型（已更完）

  • 1、52pre-1
  • 2、52pre-2
  • 3、52 - Quantifying Volatility in VaR Models(1)
  • 4、52 - Quantifying Volatility in VaR Models(2)
  • 5、53 - Putting VaR to Work
  • 6、54 - Measures of Financial Risk
  • 7、54z - Unit14 - Test
  • 8、55 - Binomial Trees(1)
  • 9、55 - Binomial Trees(2)
  • 10、56 - BSM Model(1)
  • 11、56 - BSM Model(2)
  • 12、57 - Greek Letters(1)
  • 13、57 - Greek Letters(2)
  • 14、57z-Unit15-1
  • 15、57z-Unit15-2
  • 16、58 - Prices Discount Factors and Arbitrage(1)
  • 17、58 - Prices Discount Factors and Arbitrage(2)
  • 18、59 - Spot Forward and Par Rates(1)
  • 19、59 - Spot Forward and Par Rates(2)
  • 20、60 - Returns Spreads and Yields
  • 21、61 - One-Factor Risk Metrics and Hedges(1)
  • 22、61 - One-Factor Risk Metrics and Hedges(2)
  • 23、62 - Multi-Factor Risk Metrics and Hedges
  • 24、62z - Unit16
  • 25、63 - Country Risk Determinants Measures and Implications
  • 26、64 - External and Internal Ratings
  • 27、65 - Capital Structure in Banks
  • 28、66 - Operational Risk
  • 29、66z - Unit17
  • 30、67 -前导Introduction to Stress Testing-1
  • 31、67 -前导Introduction to Stress Testing-2
  • 32、67 - Governance Over Stress Testing-1
  • 33、67 - Governance Over Stress Testing-2
  • 34、68 - Stress Testing and Other Risk Management Tools
  • 35、69 - Principles for Sound Stress Testing Practices and Supervision-1
  • 36、69 - Principles for Sound Stress Testing Practices and Supervision-
  • 37、Unit18 - Practice
  
  
• 第2章 串讲班
  

  第2课节    基础串讲（已更完）

  • 1、book1-基础-串讲(1)-introduction
  • 2、book1-基础-串讲(2)-overview
  • 3、book1-基础-串讲(3)-risk governance
  • 4、book1-基础-串讲(4)-disaster cases
  • 5、book1-基础-串讲(5)-financial crisi
  • 6、book1-基础-串讲(6)-modern portfoli
  • 7、book1-基础-串讲(7)-performance eva
  • 8、book1-基础-串讲(8)-data aggregatio
  
  

  第3课节    数量串讲（已更完）

  • 1、book2-定量-串讲(1/10)
  • 2、book2-定量-串讲(2/10)
  • 3、book2-定量-串讲(3/10)
  • 4、book2-定量-串讲(4/10)
  • 5、book2-定量-串讲(5/10)
  • 6、book2-定量-串讲(6/10)
  • 7、book2-定量-串讲(7/10)
  • 8、book2-定量-串讲(8/10)
  • 9、book2-定量-串讲(9/10)
  • 10、book2-定量-串讲(10/10)
  
  

  第4课节    市场和产品串讲（已更完）

  • 1、book3串讲(1) - LOS Structure
  • 2、book3串讲(2) - Banks and Insuran
  • 3、book3串讲(3) - Funds
  • 4、book3-串讲(4)-Forward
  • 5、book3-串讲(5)-Futures
  • 6、book3-串讲(6)-Pricing of forward
  • 7、book3-串讲(7)-Treasury Bond
  • 8、book3-串讲(8)-Interest Rate Futu
  • 9、book3-串讲(9)-Hedge
  • 10、book3-串讲(10)-Swap
  • 11、book3-串讲(11)-Option Properties
  • 12、book3-串讲(12)-Option Strategies
  • 13、book3-串讲(13)-Exotic Options
  • 14、book3-串讲(14)-Introduction of CCP
  • 15、book3-串讲(15)-Function of CCP
  • 16、book3-串讲(16)-Risks of CCP
  • 17、book3-串讲(17)-Corporate Bonds
  • 18、book3-串讲(18)-MBS
  
  

  第5课节    估值和模型串讲（已更完）

  • 1、估值模型1
  • 2、估值模型2
  • 3、估值模型3
  • 4、估值模型4
  • 5、估值模型5
  • 6、估值模型6
  • 7、估值模型7
  • 8、估值模型8
  • 9、估值模型9
  • 10、估值模型10