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所在平台: Udemy |
课程主页: https://www.udemy.com/course/frm-part-1-book-4-valuation-and-risk-models-part-2-2/
课程评论：没有评论
**Coursera课程总结：FRM Part 1 - Book 4 - 估值与风险模型 (Part 2/2)** 本课程由James Forgan教授主讲，旨在帮助学员复习或学习FRM Part 1考试中《估值与风险模型》书籍（Book 4）剩余的9个重要章节。Forgan教授拥有超过25年的大学商科教学经验。 **课程涵盖的主要章节包括：** * **第9章：定价惯例、贴现与套利** * **第10章：利率** * **第11章：债券收益率与回报计算** * **第12章：久期、凸度与DV01的应用** * **第13章：非平行收益率曲线变动的建模与对冲** * **第14章：二叉树模型** * **第15章：Black-Scholes-Merton 模型** * **第16章：期权敏感性度量：“希腊字母”** 本课程将为您梳理这些核心概念，助力您顺利通过FRM Part 1考试。
In this course, Prof. James Forgan, PhD summarizes the last 9 chapters from the Valuation and Risk Models book so you can learn or review all of the important concepts for your FRM part 1 exam. James Forjan has taught college-level business classes for over 25 years. This course includes the following chapters:9. Pricing Conventions, Discounting, and Arbitrage10. Interest Rates11. Bond Yields and Return Calculations12. Applying Duration, Convexity, and DV0113. Modeling and Hedging Non-Parallel Term Structure Shifts14. Binomial Trees15. The Black-Scholes-Merton Model16. Option Sensitivity Measures: The "Greeks"
