| 2011年FRM PART I 远程教育辅导－网上课堂 |
| 课程 |
FRM讲师 |
课时 |
| Foundations
of Risk Management 风险管理基础
|
胡老师 |
15 |
| 1) The Need for Risk Management
风险管理必要性 |
| 2) The Capital
Asset Pricing Model and Its Application
to Performance Measurement 资本资产定价模型及其在业绩评估中的应用 |
| 3) Expected Returns
and the Arbitrage Pricing Theory 预期收益与套利定价理论 |
| 4) Investors and
Risk Management 投资者与风险管理 |
| 5) Creating Value
with Risk Management 利用风险管理创造价值 |
| 6) Risk Management
Failures: What are They and When Do They
Happen 风险管理失败：为何发生 |
| 7) Financial Disasters
金融灾难案例 |
| 8) GARP Code of
Conduct 职业道德准则 |
| Quantitative
Analysis 数量分析 |
葛老师 |
15 |
| 9) The Nature and
Scope of Econometrics 计量经济学性质与范围 |
| 10) Review of Statistics:
Probability and Probability Distributions
概率与概率分布 |
| 11) Characteristics
of Probability Distributions 概率分布之性质 |
| 12) Some Important
Probability Distributions 一些重要的概率分布 |
| 13) Statistical
Inference: Estimation and Hypothesis Testing
统计推断：估计与假设检验 |
| 14) Basic Ideas
of Linear Regression: The Two Variable Model
线性回顾基本：两变量模型 |
| 15) The Two Variable
Model: Hypothesis Testing 两变量模型：假设检验 |
| 16) Multiple Regression:
Estimation and Hypothesis Testing 多元回归：估计与假设检验 |
| 17) Monte Carlo
Methods 蒙特卡罗模拟方法 |
| 18) Estimating
Volatilities and Correlations 估计波动率与相关性 |
| 19) Discrete Probability
Distributions 离散概率分布 |
| 20) Continuous
Probability Distributions 连续概率分布 |
| 21) Quantifying
Volatility in VaR Models 量化VAR模型中的波动率 |
| Financial
Markets and Products 金融市场与产品 |
胡老师 |
20 |
| 22) Introduction 导论 |
| 23) Mechanics
of Futures Markets 期货市场运行机制 |
| 24) Hedging Strategies
Using Futures 利用期货套期保值策略 |
| 25) Interest Rates
利率 |
| 26) Determination
of Forward and Futures Prices 远期与期货价格决定 |
| 27) Interest Rate
Futures 利率期货 |
| 28) Swaps 互换 |
| 29) Properties
of Stock Options 股票期权之性质 |
| 30) Trading Strategies
Involving Options 期权交易策略 |
| 31) Commodity
Forwards and Futures 商品远期与期货 |
| 32) Fundamentals
of Commodity Spot and Futures Markets: Instruments,
Exchanges and Strategies 商品现货与期货基础 |
| 33) Foreign Exchange
Risk 外汇风险 |
| 34) Mechanisms
for Dealing with Sovereign Risk Exposure
对付主权风险暴露机制 |
| 35) Corporate
Bonds 公司债券 |
| Valuation
and Risk Models 估值与风险模型 |
胡老师 |
40 |
| 36) Introduction to Value
at Risk VAR基础 |
| 37) VAR Methods VAR方法 |
| 38) Forecasting Risk 预测风险 |
| 39) Putting VaR to Work 运用VAR |
| 40) Extending the VaR Approach
to Operational Risks 在操作风险管理中运用VAR |
| 41) Binomial Trees 二叉树 |
| 42) The Black-Scholes-Merton
Model BSM模型 |
| 43) The Greek Letters 希腊字母 |
| 44) Bond Prices, Discount
Factors, and Arbitrage 债券价格，折现率与套利 |
| 45) Bond Prices, Spot Rates,
and Forward Rates 债券价格，即期利率与远期利率 |
| 46) Yield to Maturity 到期收益率 |
| 47) One Factor Measures of
Price Sensitivity 利用单因素衡量债券价格利率敏感性 |
| 48) Stress Testing 压力测试 |
| 49) The Rating Agencies 评级机构 |
| 50) Country Risk Models 国家风险模型 |
| 51) External and Internal
Ratings 外部与内部评级 |
| 52) Sovereign Risk 主权风险 |
| 53) Loan Portfolios and Expected
Loss 贷款组合与预期损失 |
| 54) Unexpected Loss 非预期损失 |
| 55) Measures of Financial
Risk 金融风险衡量 |
| 56) Operational Risk 操作风险 |
| 57) Principles for Sound Stress
Testing Practices and Supervision 有效压力测试与监管的原则 |
2011年
FRM 金融风险管理师 （ FRM
PART I ） 招生简章
