上课信息
上课时间：
上课地点：
| 报名时间 | 至 |
|---|---|
| 培训时间 | |
| 培训地点 | |
| 培训费用 | 650 |
| 授课安排 |
FRM一级A套餐内容介绍
套餐内容包含:
FRM 考试教材notes(BOOK1-book4) 4本书纸质+(模拟题书)1本纸质+(彩色三折页公式表) 1张纸质
售价：650元
下面是4本书和习题集目录：
FRM PART I BooK 1: (第一本目录)
FOUNDATIONS OF RISKMANAGEMENT
WELCOME TO THE 2017 SCHWESERNOTES V
READING ASSIGNMENTS AND LEARNING OBJECTIVES vIII
FOUNDATIONS OF RISK MANAGEMENT
1：Risk Management:A Helicopter View 1
2：Corporate Risk Management:A Primer 15
3：Corporate Governance and Risk Management 27
4 : What isERM? 37
5 : RiskManagement,Governance,Culture,and Risk Taking in Banks 47
6：Financial Disasters 59
7：Deciphering the Liquidity and Credit Crunch2007-2008 76
8：Getting Up to Speed on the FinancialCrisis:A One-Weekend-Reader's Guide 89
9：Risk Management Failures:What Are They andWhen Do They Happen? 101
DelineatingEfficient Portfolios 109
10: The Standard Capital Asset Pricing Model 124
11: Applying the CAPM to PerformanceMeasurement:Single-Index Performance
MeasurementIndicators 139
12: Arbitrage Pricing Theory and Multifactor Models ofRisk and Return 149
13: Principles for Effective Data Aggregation and RiskReporting 163
14：GARP Code of Conduct 175
SELF-TEST:FOUNDATIONS OF RISKMANAGEMENT 182
FORMULAS 187
INDEX 189
FRM PART I BooK 2: ：(第二本目录)
QUANTITATIVE ANALYSIS
READING ASSIGNMENTS ANDLEARNING OBJECTIVES V
QUANTITATIVE ANALYSIS
The Time Value of Money 1
15:Probabilities 13
16:Basic Statistics 29
17:Distributions 53
18:Bayesian Analysis 75
19:Hypothesis Testing and Confidence Intervals 88
20:Linear Regression with One Regressor 128
21:Regression with a Single Regressor:
Hypothesis Testsand Confidence Intervals 142
22:Linear Regression with Multiple Regressors 156
23:Hypothesis Tests and Confidence Intervals inMultiple Regression 170
24:Modeling and Forecasting Trend 189
25:Modeling and Forecasting Seasonaliry 206
26:Characterizing Cycles 214
27:Modeling Cycles:MA,AR,and ARMA Models 223、
28:Volatility 233
29:Correlations and Copulas 245
30:Simulation Methods 263
SELF-TEST:QUANTITATIVEANALYSIS 276
FORMULAS 283
APPENDIX 291
INDEX 298
FRM PART I BooK3: (第三本目录)
FINANCIAL MARKETS ANDPRODUCTS
READING ASSIGNMENTS ANDLEARNING OBJECTIVES V
FINANCIAL MARKETS AND PRODUCTS
31:Banks 1
32:Insurance Companies and Pension Plans 10
33:Mutual Funds and Hedge Funds 24
34:Introduction(Options,Futures,and Other Derivatives) 40
35：Mechanics of Futures Markets 56
36:Hedging Strategies Using Futures 68
37:Interest Rates 80
38:Determination of Forward and Futures Prices 96
39:Interest Rate Futures 109
40:Swaps 123
41:Mechanics of Options Markets 140
42:Properties of Stock Options 155
43:Trading Strategies Involving Options 167
44:Exotic Options 183
45:Commodity Forwards and Futures
46:Exchanges,OTC Derivatives,DPCs and SPVs 215
47:Basic Principles of Central Clearing 225
48:Risks Caused by CCPs 236
49:Foreign Exchange Risk 243
50:Corporate Bonds 257
51:Mortgages and Mortgage-Backed Securities 270
SELF-TEST:FINANCIAL MARKETSAND PRODUCTS 296
FORMULAS 305
INDEX 309
FRM PART I BooK4: (第四本目录)
VALUATION AND RISK MODELS
READING ASSIGNMENTS ANDLEARNING OBJECTIVES V
VALUATION AND RISK MODELS
VaR Methods 1
52:Quantifying Volatility in VaR Models 12
53:Putting VaR to Work 34
54:Measures of Financial Risk 48
55:Binomial Trees 60
56:The Black-Scholes-Merton Model 77
57:Greek Letters 95
58:Prices,Discount Factors,and Arbitrage 115
59:Spot,Forward,and Par Rates 131
60:Returns,Spreads,and Yields 149
61:One-Factor Risk Metrics and Hedges 165
62:Multi-Factor Risk Metrics and Hedges 182
63:Country Risk:Dererminants,Measures and Implications 195
64：External and Internal Ratings 214
65：Capital Structure in Banks 224
66:Operational Risk 236
67:Governance Over Stress Testing 249
68:Stress Testing and Other Risk Management Tools 260
69:Principles for Sound Stress Testing Practices andSupervision 266
SELF-TEST:VALUATION AND RISKMODELS 279
FORMULAS 286
APPENDIX 291
INDEX 294
FRM 2017 PART I PRACTICEEXAMS(模拟题目录)
HOW TO USE THE FRM PRACTICE EXAMS III
PRACTICE EXAM 1 1
PRACTICE EXAM 1 ANSWERS 30
PRACTICE EXAM 2 47
PRACTICE EXAM 2 ANSWERS 77
DISTRIBUTION TABLES 94
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