当前目录
全盘
查全部
文件夹
文件
主页
/
25FRM二级
/
25年FRM二级高等班
/
3.强化复习
/
市场风险测量与管理串讲
/
1.Estimating.Market.Risk.Measures .sz
10.Financial.Correlation.Modeling.Bottom-Up.Approaches .sz
11.Arbitrage.Pricing.with.Term.Structure.Models .sz
12.Expectation, Risk Premium, Convexity, and the Shape of the Term Structure .sz
13.The.Art.of.Term.Structure.Models.Drift .sz
14.The.Art.of.Term.Structure.Models.Volatility.and.Distribution .sz
15.The.Vasicek.and.Gauss.Models .sz
16.Regression.Hedging.and.Principal.Component.Analysis .sz
17.Volatility.Smiles .sz
18.Fundamental.Review.of.the.Trading.Book .sz
2.Non-parametric.Approaches .sz
3.Parametric.Approaches.Extreme.Value .sz
4.Backtesting.VaR .sz
5.VaR.Mapping .sz
6.Validating.Bank.Holding.Companies’Value-at-Risk.Models.for.Market.Risk .sz
7.Beyond.Exceedance-Based.Backtesting.of.VaR.Models .sz
8.Correlation Basics Definitions, Applications, and Terminology .sz
9.Empirical.Properties.of.Correlation .sz
Copyright © All rights reserved.
信息加载中,请等待...