Frm part2 요약 정리본1(1/2)
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- 2024.01.06
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- 2020.01
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"Frm part2 요약 정리본1(1/2)"에 대한 내용입니다.
목차
1. Risk management for changing interest rates
2. GAP management
3. Illiquid assets
4. Part 5
5. Thicing model(CAPM)
6. The Fama-French model
7. Hedge funds
8. Predicting fraud by investment managers
9. Market Risk Measurement and Management
1) 63. Estimating market risk measures
2) 64. Non-parametric approaches
3) 65. Parametric approaches
4) 66. Back testing VaR
5) 67. VaR mapping
6) 68. Messages from the academic literature on risk management for the trading book
7) 69. Correction basics, definitions, applications, terminology
8) 70. Empirical properties of correction
9) 71. Financial correction modeling-bottom up approaches
10) 72. Empirical approaches to risk metrics and hedging
11) 73. The science of term structure models
12) 74. The evolution of short rates and the shape of the term structure
13) 75. The art of term structure models: Drift
14) 76. The art of term structure models: Volatility and distribution
15) 77. Volatility smiles
16) 78. Fundamental review of trading back
17) 79. The credit decision
18) 80. The credit analysis
19) 81. Capital structure in banks
20) 82. Ratings assignment methodologies
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