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25FRM一级
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25年FRM一级高等班
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2.基础知识
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4.估值与风险模型
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4-Session 3 Market Risk
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1.Value at Risk - introduction 390.sz
10.Asset return distribution 70.sz
11.Volatility estimation approach - equally weighted SD 86.sz
12.Volatility estimation approach - EWMA 581.sz
13.Volatility estimation approach - GARCH 248.sz
14.Volatility estimation approach - implied volatility 743.sz
15.Historical simulation with different weighting schemes 467.sz
2.Value at Risk - Discrete distribution 963.sz
3.Value at Risk - Continuous distribution 41.sz
4.Expected Shortfall 41.sz
5.Historical Simulation (1) 456.sz
6.Historical Simulation (2) 470.sz
7.Delta Normal Approach - Delta Approximation 286.sz
8.Delta Normal Approach - Delta-Gamma Approximation 230.sz
9.Monte Carlo Simulation 494.sz
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