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25FRM二级英文
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JC
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2.基础班
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01-Market Risk Measurement and Management
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讲义
01.Parametric Approaches .sz
02.Non-parametric Approaches .sz
03.Extreme value .sz
04.Backtesting VaR .sz
05.VaR Mapping .sz
06.Risk Measurement for the Trading Book .sz
07.Some Correlation Basics .sz
08.Empirical Properties of Correlation .sz
09.Financial Correlation Modeling .sz
10.Empirical Approaches to Risk Metrics and Hedges .sz
11.The Science of Term Structure Models .sz
12.The Evolution of Short Rates and the Shape of the Term Structure .sz
13.The Art of Term Structure Models Drift & Volatility and Distribution .sz
14.Volatility Smiles .sz
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