1.Fundamentals of Probability

2.Common Distributions

3.Descriptive Statistics

4.Inferential statistics

5.Hypothesis testing

6.Correlation analysis

7.Linear regression

FRM與英語(1)

FRM與英語(2)

Grammar(1)

Grammar(2)

Financial Risk

Financial Institute(1)

Financial Institute(2)

Financial Institute(3)

Financial Products(1)

Financial Products(2)

1.Introduction

2.Calculator Version

3.Calculator overview

4.Decimal point setting

5.Priority mode setting

6.Beginning and End mode setting

7.Store and call function

8.Common Clear key

9.Exponential function

10.Logarithm, factorial, permutation and combination function

11.Poisson distribution, binomial distribution function

12.Bond price calculation and date function

13.Time value of money function

14.Practice of time value of money

15.Situations where time value of money does not apply

16.Statistics function

1.Introduction to financial market products

2.Bank

3.Insurance company and fund company

4.OTC and bond

5.Bond

6.Forward and futures

7.Swap

8.Options

1.Definition of bond

2.Face value of bonds

3.Term of repayment/Maturity and Coupon rate

4.Frequency of coupon payment

5.Issue price

6.Repayment and Liquidity

7.Safety/Security and Profitability

8.Divided by issuer

9.Divided by property guarantee

10.Divided by the rate of coupon payment

11.Bonds Versus Stocks

12.Bonds Versus Funds

13.Risks Faced

14.Risk Management

15.Pricing of Bonds

1.Bank Governance Framework

2.Bank operation model

3.Bank financial statement

前言

1-1 Typology of Risks and Risk Interactions

1-2 The Risk Management Process

1-3 quantitative risk metric

1-4 Risk Factor Breakdown and Interactions Between Factors

1-5 Structural Change From Tail Risk to Systemic Crisis

1-6 Human Agency and Conflicts of Interest

1-7 Risk Aggregation

1-8 Balancing Risk and Reward

2-1 Background The Modern Imperative to Manage Risk

2-2 Risk Appetite – What Is It

2-3 Risk Mapping

2-4 Strategy Selection Accept, Avoid, Mitigate, Transfer

2-5 Rightsizing Risk Management

2-6 Risk Transfer Toolbox

2-7 What Can Go Wrong in Corporate Hedging

3-1 The Post-Crisis Regulatory Response

3-2 Infrastructure of Risk Governance

3-3 Risk Appetite Statement

3-4 Implementing Board-Level Risk Governance

3-5 Risk Appetite and Business Strategy The Role of Incentives

3-6 Incentives and Risk-Taking

3-7 The Interdependence of Organizational Units in Risk Governance

3-8 Assessing the Bank’s Audit Function

4-1 Overview of Credit Risk Transfer Mechanisms

4-2 How Credit Risk Transfer Can Be Useful

4-3 The Mechanics of Securitization

4-4 From Buy-and-Hold to Originate-to-Distribution

5-1 Modern Portfolio Theory

5-2 The Capital Asset Pricing Model

5-3 The Capital Market Line and the Security Market Line

5-4 Performance Measures

6-1 The Arbitrage Pricing Theory

6-2 Different Types of Factor Models

7-1 Introduction

7-2 Benefits of Effective Risk Data Aggregation and Reporting

7-3 Key Governance Principles

7-4 Data Architecture and IT Infrastructure

7-5 Characteristics of a Strong Risk Data Aggregation Capability

7-6 Characteristics of Effective Risk Reporting Practices

7-6 Characteristics of Effective Risk Reporting Practices

8-1 ERM What Is It and Why Do Firms Need It

8-2 ERM – A Brief History

8-3 ERM From Vision to Action

8-4 Why Might Enterprise Risk Demand ERM Four key Reasons

8-5 The Critical Importance of Risk Culture

8-6 Scenario Analysis ERM’s Sharpest Blade

9-1 Interest Rate Risk

9-2 Funding Liquidity Risk

9-3 Constructing and Implementing a Hedging Strategy

9-4 Model Risk

9-5 Rogue Trading and Misleading Reporting

9-6 Financial Engineering

9-7 Reputation Risk

9-8 Corporate Governance

9-9 Cyber Risk

10-1 Introduction and Overview

10-2 How It All Started

10-3 The Role of Financial Intermediaries

10-4 Issues with the Rating Agencies

10-5 A Primer on the Short-Term Wholesale Debt Market

10-6 The Liquidity Crunch Hits

10-7 Central Banks to the Rescue

11-1 Introduction Statement

11-2 Rules of Conduct

0-1 Introduction

1-1 Probabilities Concepts

1-2 Total probability and Bayes’ theorem

2-1 Discrete & Continuous Random Variable

2-2 Descriptive Statistics- Four Moments

3-1 Discrete Distribution

3-2 Continuous Distribution

4-1 Discrete Bivariate Random Variable

4-2 Covariance and Correlation

4-3 Independent Identical Distributed

4-4 Cross central moment

5-1 Inferential Statistics

5-2 Properties of Estimators

5-3 LLN and CLT

6-1 Null vs. Alternative hypothesis

6-2 Test statistic

6-3 Mean Tests

6-4 Variance Test

6-5 Type I and Type II Error

7-1 Ordinary Least Squares

7-2 Measuring Model Fit

7-3 OLS Parameter Estimators

7-4 Hypothesis Testing for Regression Coefficients

8-1 Multiple Linear Regression

8-2 Measures of Fit

8-3 Hypothesis Testing in Multiple Linear Regression

8-4 ANOVA

9-1 Omitted Variables

9-2 Heteroskedasticity

9-3 Multicollinearity

9-4 Outliers

9-5 The Bias-Variance Tradeoff

10-1 Cycle

10-2 White Noise and Wold’s Theorem

10-3 AR, MA and ARMA(1)

10-3 AR, MA and ARMA(2)

11-1 Trend and Seasonality

11-2 Random Walk and Unit Roots

12-1 Returns and Volatility

12-2 Measuring Correlations

12-3 The Distribution of Financial Returns

13-1 Simulation Random Variables

13-2 Bootstrapping

14-1 Machine-Learning Methods

15-1 Machine Learning and Prediction

1-1 Types of Banks

1-2 The risk in Banking

1-3 Bank Regulation

1-4 Deposit Insurance

1-5 Investment Banking

1-6 Conflicts of interest

1-7 The Originate-to-Distribute Model

2-1 Categories of insurance companies

2-2 Life Insurance

2-3 Pension Plans

2-4 Property and Casualty Insurance

2-5 Moral hazard and adverse slection

2-6 Regulation

3-1 Mutual funds

3-2 Exchange-Traded Funds

3-3 Undesirable Trading Behavior

3-4 Hedge funds

3-5 Types of Hedge funds

3-6 Research of Returns

4-1 Clearing

4-2 Exchanges

4-3 How CCPs handle Credit Risk

4-4 Over the Counter Markets

5-1 The operation of CCPs

5-2 Regulations of OTC derivatives Markets

5-3 Standard and Non-Standard transactions

5-4 The Move to Central Clearing

5-5 Impacts of Central Clearing on Financial Markets

5-6 Clearing Members and Non-Members

5-7 Advantages and Disadvantages of CCPs

5-8 CCP Risks

6-1 Interest rate＆Compounding

6-2 Spot rates and Forward rates

6-3 Three theories of term structure

6-4 Bond pricing ＆Quotations bond

6-5 Accrued Interest

6-6 Duration and convexity

7-1 Bond issuance

7-2 Bond trading

7-3 Bond indentures

7-4 Types of corporate bonds

7-5 Bonds retiring

7-6 Bond risk

7-7 Recovery rate and Default rate

7-8 High-yield bonds

7-9 Expected return from bond investment

8-1 Derivatives

8-2 Forward and Futures contract

8-3 Swap

8-4 Option

8-5 Market Participants

8-6 Strategies and Payoffs

9-1 Specification of Futures

9-2 Commodity Characteristics

9-3 Basis

9-4 Termination & Delivery

9-5 Margins

9-6 Marking to market

9-7 Trading orders

9-8 Contango and backwardation

10-1 Investment Assets and Consumption Assets

10-2 Short Selling and Short Squeeze

10-3 Forward Pricing

10-4 Arbitrage transaction

10-5 The Value of a Forwards Contract

10-6 Relation between forward and futures prices

11-1 Quotes

11-2 Estimating FX Risk

11-3 Multi-currency heding using options

11-4 Determinations of exchange rates

11-5 Foreign exchange exposure

11-6 Nominal and real interst rates

11-7 Interest rate parity

12-1 Forward Rate Agreements

12-2 T-Bond Futures

12-3 Eurodollar Futures

12-4 Duration-Based Hedging

13-1 Hedges basic

13-2 Basis Risk

13-3 Optimal hedge rations

13-4 Hedge Equity Positions

13-5 Duration-Based Hedging

13-6 Creating long-term hedges

14-1 Interest rate swap

14-2 Currency swap

15-1 Calls and Puts

15-2 Exchange-traded options on stocks

15-3 Option trading

15-4 Margin requirements

15-5 Other option-like securities

16-1 Factors of option price

16-2 Price bounds of options

16-3 Put-call parity

17-1 Simple Strategies

17-2 Spread strategies

17-3 Combination strategies

18-1 Exotic Options

19-1 Mortgages types

19-2 Monthly payments

19-3 Prepayments and factors

19-4 Securitization- MBS

19-5 Agency mortgage-backed securities

19-6 Other Agency Products

19-7 Valuation of an MBS Pool

19-8 Option adjusted spread

科目介紹

1-1 The Mean-Variance Framework

1-2 VaR

1-3 Expected Shortfall

1-4 Coherent Risk Measures

2-1 Historical Simulation

2-2 The Delta-Normal Model

2-3 The Delta-Gamma Model

2-4 Monte Carlo Simulation

3-1 Deviations From Normality

3-2 Historical Standard Deviation Method

3-3 Exponentially Weighted Moving Average Model

3-4 GARCH

3-5 Implied Volatility

3-6 Correlation

4-1 Rating Scales

4-2 Historical Performance

4-3 The Rating Process

4-4 Alternative to Ratings

4-5 Internal Ratings

4-6 Ratings Transitions

4-7 The Rating of Structured Products

5-1Evaluation of Risk

5-2 Total Risk

5-3 Sovereign Credit Risk

5-4 Sovereign Credit Rating

5-5 Sovereign Default Spread

6-1 Background

6-2 The Mean and Standard Deviation of Credit losses

6-3 The Gaussian Copula Model

6-4 The Vasicek Model

6-5 Creditmetrics

6-6 Risk Allocation

6-7 Challenges

7-1 large Risks

7-2 Measure of Operational Risk Capital - BIA

7-3 Measure of Operational Risk Capital - SA

7-4 Measure of Operational Risk Capital - AMA

7-5 Measure of Operational Risk Capital - SMA

7-6 Potential Biased

7-7 Reducing Operational Risk

7-8 Insurance

8-1 Stress Testing Versus VaR and ES

8-2 Choosing Scenarios

8-3 Stress Testing

8-4 Governance

8-5 Basel Stress-Testing Principles

9-1 Treasury Bills and Treasury Bonds

9-2 The Law of One Price and Arbitrage

9-3 Discount Factors From Coupon-Bearing Bonds

10-1 Measuring Interest Rates

10-2 Spot Rates

10-3 Par Rates

10-4 Forward Rates

10-5 Properties of Spot, Forward, and Par rates

10-6 Other Rates

10-7 Flattening and Steepening Term Structures

11-1 Realized Return and Spread

11-2 Yield to Maturity

11-3 Return Decomposition

12-1 Yield Duration

12-2 Curve Duration

12-3 Convexity

12-4 Constructing Portfolio

13-1 Principal Components Analysis

13-2 Key Rate 01S

13-3 Bucketing Approach

14-1 One-step Tress

14-2 Two-step Trees

14-3 Risk Neutral Valuation

14-4 Valuation of Options

14-5 Altered Binomial Model

14-6 Binomial Trees

15-1 The Black-Scholes-Merton Model

16-1 Greeks

會計師事務所——管理咨詢

會計師事務所——審計

會計師事務所——稅務

風險咨詢

500強企業——內審

500強企業財務工作前景

1.投行簡要介紹

2.投行起源與發展

3.投行業務類型

4.投行招聘與規劃

金融機構——私募

1 - 行研簡要介紹

2 - 行研工作內容

3 - 行研薪酬體系

4 - 行研招聘要求

金融機構——資產管理

1.介紹

2.引入篇-西洋跳棋&國際跳棋

3.引入篇-圍棋&AlphaZero

4.原理篇-大數據(1)

5.原理篇-大數據(2)

6.原理篇-人工智能

7.原理篇-區塊鏈

8.未來篇-AI帶來的變化

9.未來篇-AI的風險

10.未來篇-AI的個人應對

職場形象與商務禮儀

贏在簡歷

四大招聘流程簡介

Excel商務運用技巧

教你做出眼前一亮的PPT

高效辦公的Word必修課

M1-1 Wind數據庫介紹

M1-2 Wind數據庫介紹

M1-3 Wind數據庫介紹

M1-4 Wind數據庫介紹

M1-5 Wind數據庫介紹

M1-6 Wind數據庫介紹

M1-7 Wind數據庫介紹

M2-1 權益研究重點功能

M2-2 權益研究重點功能

M3-1 債券研究-交易重點功能

M3-2 債券研究-交易重點功能

M3-3 債券研究-交易重點功能

M4 基金研究重點功能

M5 組合管理

大學生最值得參加的商賽實訓

拒絕拖延 高效學習

1-1 安裝

1-2 前導

1-3 編寫第一個程序-Hello World

1-4 隨堂練習

5 - Python 中的函數

1-6 隨堂練習

1-7 一個稍微復雜的程序示例-Chaos

1-8 隨堂練習和第一章總結

2-1 示例程序——匯率換算

2-2 程序要素——名稱

2-3 隨堂練習

2-4 程序要素——表達式

2-5 程序要素——輸出語句

2-6 程序要素——賦值語句

2-7 隨堂練習

2-8 程序要素——確定循環

2-9 示例程序——計算終值

2-10 隨堂練習

2-11 第二章總結

3-1 Python 中數值類型

3-2 類型的轉換

3-3 隨堂練習

3-4 Python 中的 Math 庫

5 - 原地運算

3-6 第三章總結

4.1 索引和切片

4-2 隨堂練習

4-3 字符串的操作

4-4 示例程序——生成用戶名

4-5 示例程序——月份縮寫

4-6 Python 中的列表

4-7 示例程序——月份縮寫（升級版）

4-8 列表與字符串

4-9 隨堂練習

4-10 字符串編碼

4-11 示例程序——編碼器

4-12 字符串方法

4-13 示例程序——編碼器

4-14 長字符串

4-15 格式化輸出

4-16 文件處理

4-17 示例程序——批處理

4-18 文件對話框

4-19 章節總結——第四章

5-1 示例程序——生日歌

5-2 函數的定義和調用

5-3 定義多個參數的函數

5-4 有返回值的函數

5-5 修改參數的函數

5-6 默認參數

5-7 不定長參數

5-8 隨堂練習

5-9 匿名函數

5-10 章節總結——第五章

6-1 條件結構

6-2 示例程序——溫度警告

6-3 條件判斷語句

6- 4 條件結構的類型

6-5 單路判斷和兩路判斷

6-6 隨堂練習

6-7 多路判斷

6-8 隨堂練習

6-9 處理多個條件

6-10 異常處理

6-11 三元表達式

6-12 章節總結——第六章

6-13 隨堂練習

7-1 確定循環

7-2 while 語句

7-3 交互式循環

7-4 哨兵循環

7-5 文件循環

7-6 嵌套循環

7-7 隨堂練習

7-8 break 和 continue 語句

7-9 章節總結——第七章

8-1 隨機數

8-2 示例程序——計算圓周率

8-3 示例程序——壁球游戲

9-1 自定義模塊

9-2 導入同級目錄下的模塊

9-3 導入不同級目錄下的模塊

9-4 __name__ 屬性

10-1 數據類型

10-2 輸入與輸出

10-3 函數

10-4 選擇結構

10-5 循環結構

10-6 模塊

10-7 隨機數

10-8 模擬與設計

11-1 海龜作圖

11-2 使用 with 進行文件操作

12-1 示例程序——計算階乘

12-2 示例程序——反轉字符串

12-3 示例程序——漢諾塔

12-4 效率問題

12-5 示例程序——Fibonacci

12-6 示例程序——分形樹

13-1 列表

13-2 隨堂練習

13-3 元組

13-4 字典

13-5 集合

14-1 生成表達式

14-2 高階函數

15-1 Numpy 數組的介紹

15-2 使用列舉創建數組

15-3 數組的屬性

15-4 創建等差數組

15-5 創建隨機數組

15-6 其他創建數組的方法

15-7 數組的數據類型

15-8 索引和切片

15-9 布爾索引

15-10 智能索引

15-11 數組的形態操作

15-12 數組的運算

15-13 通用函數

15-14 統計函數

15-15 數組的遍歷

15-16 線性代數

16-1 廣播

16-2 布爾數組和布爾索引

17-1 DataFrame 數據結構

17-2 Series 數據結構

17-3 數據表的讀寫

17-4 提取數據表的行和列

17-5 提取數據表的某一區域

17-6 DataFrame 中的作圖

17-7 新增字段

18-1 重命名

18-2 整體統計與分組統計

18-3 數據表的排序

18-4 Long to Wide

18-5 數據透視表

18-6 Wide to Long

18-7 數據表的縱向合并

18-8 數據表的橫向合并

18-9 處理時間序列數據

18-10 處理文本數據

19-1 創建 Series

19-2 將 Series 轉換為 Numpy Array

19-3 Series 的索引和切片

19-4 Series 的運算

19-5 創建 DataFrame

19-6 丟棄數據

19-7 設置 Index

19-8 DataFrame 的索引和切片

19-9 向 DataFrame 中添加列

19-10 滾動計算

20-1 None 與 NaN

20-2 處理 Pandas 中的缺失值

21-1 Stateful approach

21-2 Stateless approach

21-3 調整圖形

21-4 常用圖形

22-1 單組數據的可視化

22-2 多組數據關系的可視化

23-1 tushare

23-2 pandas-datareader

24-1 類和對象

24-2 類的方法

24-3 二叉樹模型

24-4 模型實現

26-1 課后練習1

26-2 課后練習2

26-3 課后練習3

26-4 課后練習4

26-5 課后練習5

27-1 Cases —— 哥德巴赫猜想

27-2 Cases —— 隨機游走

27-3 Cases —— 策略回測函數的 Excel實現

27-4 Cases —— Titanic 幸存分析

27-5 Cases —— 板塊分析

27-6 Cases —— 生命游戲

27-7 Cases —— 股債長期收益分析

27-8 Cases —— 賭博游戲

爬蟲

注釋和快捷鍵

文件和文件夾的處理

1-1 財務分析與估值建模課程介紹

1-2 如何閱讀財務報告

1-3 認識資產負債表

1-4 認識現金流量表

1-5 認識利潤表

2-1 財務分析的核心指標

2-2 基于企業盈利鏈的財務分析框架

2-3 毛利率分析

2-4 存貨中的財務詭計

2-5 一招提高 ROE

2-6 費用以及損益

2-7 周轉率分析

2-8 資產負債率分析

2-9 現金流量分析

2-10 京滬高鐵

2-11 華測檢測

3-1 財務舞弊

3-2 盈余管理方法

3-3 東阿阿膠

3-4 財務風險識別

3-5 康美藥業

3-6 康得新

3-6 樂視網

4-1 股權激勵的概念

4-2 股權激勵的要點

4-3 瀘州老窖

4-4 美的集團

4-5 伊利股份

4-6 ST凱迪

5-1 相對估值法

5-2 正確理解市盈率變動

5-3 絕對估值法

5-4 自由現金流折現模型

5-6 貴州茅臺

5-7 伊利股份

5-8 上海機場