FRM Part I
4个单元 · 60个章节
免费的FRM Part I学习笔记，专为FRM学生准备。下列每个章节都涵盖一个重点主题，附有例题与练习提示，可在 thinka 应用中延伸练习。
Foundations of Risk Management
The Building Blocks of Risk Management
How Do Firms Manage Financial Risk?
The Governance of Risk Management
Credit Risk Transfer Mechanisms
Modern Portfolio Theory and Capital Asset Pricing Model
The Arbitrage Pricing Theory and Multifactor Models of Risk and Return
Principles for Effective Data Aggregation and Risk Reporting
Enterprise Risk Management and Future Trends
Learning from Financial Disasters
Anatomy of the Great Financial Crisis of 2007-2009
GARP Code of Conduct
Quantitative Analysis
Fundamentals of Probability
Random Variables
Common Univariate Random Variables
Multivariate Random Variables
Sample Moments
Hypothesis Testing
Linear Regression
Regression with Multiple Explanatory Variables
Regression Diagnostics
Stationary Time Series
Non-stationary Time Series
Measuring Returns, Volatility, and Correlation
Simulation and Bootstrapping
Financial Markets and Products
Banks
Insurance Companies and Pension Plans
Fund Management
Introduction to Derivatives
Exchanges and OTC Markets
Central Clearing
Futures Markets
Using Futures for Hedging
Foreign Exchange Markets
Pricing Financial Forwards and Futures
Commodity Forwards and Futures
Options Markets
Properties of Options
Trading Strategies
Exotic Options
Properties of Interest Rates
Corporate Bonds
Mortgages and Mortgage-Backed Securities
Interest Rate Futures
Swaps
Valuation and Risk Models
Measures of Financial Risk
Calculating and Applying VaR
Measuring and Monitoring Volatility
External and Internal Credit Ratings
Country Risk: Determinants, Measures, and Implications
Measuring Credit Risk
Operational Risk
Stress Testing
Pricing Conventions, Discounting, and Arbitrage
Interest Rates
Bond Yields and Return Calculations
Applying Duration, Convexity, and DV01
Modeling Non-Parallel Term Structure Shifts and Hedging
Binomial Trees
The Black-Scholes-Merton Model
Option Sensitivity Measures: The "Greeks"
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