课程详情

课程目录

• 第1章 百日通关课程
  

  第2课节    风险管理基础

  • 1、 1 - The Building Blocks of Risk Management(1)
  • 2、 1 - The Building Blocks of Risk Management(2)
  • 3、 1 - The Building Blocks of Risk Management(3)
  • 4、 1 - The Building Blocks of Risk Management(4)
  • 5、 2 - How Do Firms Manage Financial Risk(1)
  • 6、 2 - How Do Firms Manage Financial Risk(2)
  • 7、 3 - The Coporate Governance of Risk Management(1)
  • 8、 3 - The Coporate Governance of Risk Management(2)
  • 9、 4 - Enterprise Risk Management and Future Trends
  • 10、 5 - Principles For Effective Risk Data Aggregation And Risk Reporting
  • 11、 6 - Credit Risk Transfer Mechanisms(1)
  • 12、 6 - Credit Risk Transfer Mechanisms(2)
  • 13、 7 - Modern Portfolio Theory(MPT) and the Capital Asset Pricing Model(CAPM)(1)
  • 14、 7 - Modern Portfolio Theory(MPT) and the Capital Asset Pricing Model(CAPM)(2)
  • 15、 7 - Modern Portfolio Theory(MPT) and the Capital Asset Pricing Model(CAPM)(3)
  • 16、 7 - Modern Portfolio Theory(MPT) and the Capital Asset Pricing Model(CAPM)(4)
  • 17、 7 - Modern Portfolio Theory(MPT) and the Capital Asset Pricing Model(CAPM)(5)
  • 18、 8 - Applying the CAPM to Performance Measurement
  • 19、 9 - The Arbitrage Pricing Theory and Multifactor Models of Risk and Return
  • 20、 10 - Learning From Financial Disasters(1)
  • 21、 10 - Learning From Financial Disasters(2)
  • 22、 10 - Learning From Financial Disasters(3)
  • 23、 10 - Learning From Financial Disasters(4)
  • 24、 11 - Anatomy of the Great Financial Crisis of 2007-2009
  • 25、 12 - Getting Up to Speed on the Financial Crisis
  • 26、 13 - GARP Code of Conduct
  
  

  第3课节    数量分析

  • 1、 1 - Fundamental of Probability(1)
  • 2、 1 - Fundamental of Probability(2)
  • 3、 1 - Fundamental of Probability(3)
  • 4、 2 - Random Variables
  • 5、 3 - Basic Statistics(1)
  • 6、 3 - Basic Statistics(2)
  • 7、4 - Common Univariate Random Variables(1)
  • 8、4 - Common Univariate Random Variables(2)
  • 9、4 - Common Univariate Random Variables(3)
  • 10、 5 - Multivariate Random Variables(1)
  • 11、 5 - Multivariate Random Variables(2)
  • 12、 6 - Sample Moments(1)
  • 13、 6 - Sample Moments(2)
  • 14、 6 - Sample Moments(3)
  • 15、 7 - Hypothesis Tests and Confidence Intervals(1)
  • 16、 7 - Hypothesis Tests and Confidence Intervals(2)
  • 17、 7 - Hypothesis Tests and Confidence Intervals(3)
  • 18、 8 - Linear Regression(1)
  • 19、 8 - Linear Regression(2)
  • 20、 8 - Linear Regression(3)
  • 21、 9 - Regression with Multiple Regressor(1)
  • 22、 9 - Regression with Multiple Regressor(2)
  • 23、 10 - Regression Diagnosis(1)
  • 24、 10 - Regression Diagnosis(2)
  • 25、 11 - Stationary Time Series(1)
  • 26、 11 - Stationary Time Series(2)
  • 27、 11 - Stationary Time Series(3)
  • 28、 12 - Non-Stationary Time Series
  • 29、 13 - Measuring Returns,Volatility, and Correlation(1)
  • 30、 13 - Measuring Returns,Volatility, and Correlation(2)
  • 31、 14 - Simulation and Bootstrapping
  
  

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