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25FRM二级英文
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GD
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3.强化复习
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市场风险测量与管理串讲
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01.Estimating.Market.Risk.Measures .sz
02.Non-parametric.Approaches. .sz
03.Parametric.Approaches.Extreme Value .sz
04.Backtesting.VaR .sz
05.VaR.Mapping .sz
06.Validating.BankHolding.Companies' Value-at-Risk.Models.for.Market.Risk .sz
07.Beyond.Exceedance-Based.Backtesting.of.VaR.Models .sz
08.Correlation Basics Definitions, Applications, and Terminology .sz
09.Empirical.Properties.of.Correlation .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
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