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25FRM二级
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25年FRM二级长线班
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2.基础班
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1.Market Risk Measurement and Management
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1.Parametric Approach .sz
10.Empirical Properties of Correlation .sz
11.Financial Correlation Modelling .sz
12.（New）Regression Hedging and Principal Component Analysis .sz
13.（New）Arbitrage Pricing with Interest Rate Tree .sz
14.(New) Expectations- Convexity- Risk Premium- and the Shape of the Term Structure .sz
15.One-Factor Term Structure Models .sz
16.(New) The Multifactor Gauss+ Model .sz
17.Volatility Smiles and Volatility Surfaces .sz
18.Fundamental Review of the Trading Book .sz
2.Non-Parametric Approach .sz
3.Semi-Parametric Approach .sz
4.Extreme-Value Theory .sz
5.Exceedance-Based Backtesting of VaR .sz
6.（New）PIT-Based Backtesting of VaR .sz
7.（New）Validating VaR Models .sz
8.（New）VaR Mapping .sz
9.Some Correlation Basics .sz
FRM二级基础段市场风险_黄石_标准版.pdf
FRM二级基础段市场风险_黄石_打印版.pdf
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