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25CFA二级
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GD
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1.知识精讲
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08.组合 chen
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M3 Measuring and Managing Market Risk
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01.Introduction of Reading 3 .sz
02.Definition of VaR .sz
03.Parametric (Variance_Covariance) Method to Estimate VaR .sz
04.Historical Simulation Method to Estimate VaR .sz
05.Monte Carlo Simulation Method to Estimate VaR .sz
06.Extensions of VaR .sz
07.Sensitivity Risk Measures .sz
08.Scenario Risk Measures .sz
09.Choices of Risk Measures .sz
10.Measuring and Managing Market Risk .sz
11.Summary of Reading 3 .sz
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