PRM handbook(Professional Risk Management)
介绍
- A - FINANCE THEORY
- I.A.1 Risk and Risk Aversion
- I.A.2 Portfolio Mathematics
- I.A.3 Capital Allocation
- I.A.4 The CAPM and Multifactor Models
- I.A.5 Basics of Capital Structure
- I.A.6 The Term Structure oflnterest Rates
- I.A.7 Valuing Forward Contracts
- I.A.8 Basic Principles of Option Pricing
- B - FINANCIAL INSTRUMENTS
- I.B.1 General Characteristics of Bonds
- I.B.2 The Analysis of Bonds
- I.B.3 Futures and Forwards
- I.B.4 Swaps
- I.B.5 Vanilla Options
- I.B.6 Credit Derivatives
- I.B.7 Caps, Floors & Swaptions
- I.B.8 Convertible Bonds
- I.B.9 Simple Exotics
- C - MARKETS
- I.C.1 The Structure of Financial Markets
- I.C.2 The Money Markets
- I.C.3 The Bond Market
- I.C.4 The Foreign Exchange Mafket
- I.C.5 The Stock Market
- I.C.6 The Futures Market
- I.C.7 The Structure of Commodities Markets
- I.C.8 The Energy Markets
- SECTION II - MATHEMATICAL FOUNDATIONS OF RISK MEASUREMENT
- II.A Foundations
- II.B DeSCfiptive Statistics
- II.C Calculus
- II.D Linear Algebra
- II.E Probability Theory in Finance
- II.F Regression
- II.G Numerical Methods
- SECTION III - RISK MANAGEMENT PRACTICES
- III.O Capital Allocation and Risk Adjusted Performance
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