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渠道二
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26年课程文件
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26年FRM一级高等班
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2.基础知识
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2.定量分析26年考纲
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基础课
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1.Introduction 673.sz
10.Quantiles.and.Modes(1) .sz
11.Quantiles.and.Modes(2) .sz
12.Discrete.Random.Variables(1) .sz
13.Discrete.Random.Variables(2) .sz
14.Continuous.Random.Variables(1) .sz
15.Continuous.Random.Variables(2) .sz
16.Continuous.Random.Variables(3) .sz
17.Continuous.Random.Variables(4) .sz
18.Mixtures.of.Distributions .sz
19.Discrete.Random.Variables(1) .sz
2.Sample Space, Event Spaces, and Events .sz
20.Discrete.Random.Variables(2) .sz
21.Multivariate.Moments(1) .sz
22Multivariate.Moments(2) .sz
23.Point.Estimation(1) .sz
24.Point.Estimation(2) .sz
25.Univariate.Sample.Moments(1) .sz
26.Univariate.Sample.Moments(2) .sz
27.Multivariate.Sample.Moments .sz
28.Interval.Estimation. .sz
29.Six.Distinct.Components(1) .sz
3.Three.Important.Probabilities(1) .sz
30.Six.Distinct.Components(2) 103.sz
30.Six.Distinct.Components(2) 56.sz
31.Six.Distinct.Components(3) .sz
32.Six.Distinct.Components(4) .sz
33.Type.I.vs..Type.II.Error .sz
34.Applications .sz
35.Ordinary.Least.Squares(1) .sz
36.Ordinary.Least.Squares(2) .sz
37.Inference and Hypothesis Testing .sz
38.Multiple.Explanatory.Variables .sz
39.Measuring.Model.Fit .sz
4.Three.Important.Probabilities(2) 1.sz
4.Three.Important.Probabilities(2) 41.sz
40.Testing.Parameters.In.Regression.Model .sz
41.Bias-variance.Tradeoff(1) .sz
42.Bias-variance.Tradeoff(2) .sz
43-1.Heteroskedasticity .sz
43-2.Multicollinearity .sz
44.Residual.Plots.&.Outliers .sz
45.Basics.of.time.series .sz
46.Covariance.Stationary.Time.Series(1) .sz
47.Covariance.Stationary.Time.Series(2) .sz
48.MA and ARMA model (1) .sz
49.MA and ARMA model (2) .sz
5.Bayes’.Rule(1) .sz
50.MA and ARMA model (3) .sz
51.Model Validation and Selectio .sz
51.Model Validation and Selectio 866.sz
52.Forecasting .sz
53.Summary 133.sz
53.Summary 999.sz
54.Time.Trends.and.Seasonalities(1) .sz
55.Time.Trends.and.Seasonalities(2) .sz
56.Random.Walks.and.Unit.Roots .sz
57.Forecasting .sz
58.Measuring Returns, volatility and Risk .sz
59.Distribution.of.Financial.Returns .sz
6.-Bayes’.Rule(2) .sz
60.Correlation.vs.Dependence .sz
61.Monte.Carlo.Simulation .sz
62.Bootstrap.and.Random.Numbers .sz
63.Basics 174.sz
63.Basics 68.sz
64.Machine-Learning.methods(1) .sz
65.Machine-Learning.methods(2) .sz
66.Model.Algorithm(1) .sz
67.Model.Algorithm(2) .sz
68.Model.Algorithm(3) .sz
69.Model.Optimization.Technique .sz
7.Discrete.and.Continuous.Random.Variables .sz
70.Model.Evaluation .sz
8.The.Four.Named.Moments(1) .sz
9.The.Four.Named.Moments(2) .sz
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