- 版 次:10
- 页 数:270
- 印刷时间:2018年01月
- 开 本:A4
- 纸 张:A4
- 印 次:2016年第一次
- 包 装:胶装
这套丛书的出版凝结了金程教育众多师资和研究员们的心血智慧和辛苦努力,通过将知识点模块化,为学员构架出清晰的知识体系;并功过摘取、归纳历年考试的真题,让学员加强各个模块知识要点的练习。作为金程FRM课程中的常用资料,该套教材受到众多学员的极大好评,为备战FRM考试中提供强有力的支持。
目录
MARKET RISK MEASUREMENT AND MANAGEMENT
PART I FIXED INCOME SECURITIES
PART II HEDGING STRATEGY
PART III VOLATILITY: SMILES AND TERM STRUCTURES
PART IV EXOTIC OPTIONS
PART V RISK MEASUREMENT AND MANAGEMENT
CREDIT RISK MEASUREMENT AND MANAGEMENT
PART I COUNTERPARTY RISK
PART II EFAULT RISK AND SPREAD RISK
PART III REDIT RISK MEASUREMENT
PART IV STRUCTURED FINANCE AND SECURITIZATION
PART V CREDIT DERIVATIVES
PART VI CREDIT RATING
PART VII SOVEREIGN RISK
OPERATIONAL AND INTEGRATED RISK MANAGEMENT
PART I OPERATIONAL RISK MANAGEMENT
PART II ENTERPRISE RISK MANAGEMENT
PART III ECONOMIC CAPITAL
PART IV REGULATORY CAPITAL
RISK MANAGEMENT AND INVESTMENT MANAGEMENT
PART I PORTFOLIO MANAGEMENT
PART II HEDGE FUND MANAGEMENT
1.Which of the following statements is (are) correct regarding the pricing of fixed- income securities? 2.An investor expects the current 1-year rate for a zero-coupon bond to remain at 6%, the 1-year rate next year to be 8%, and the 1-year rate in two years to be 10%. What is the 3-year spot rate for a zero-coupon bond with a face value of $1, assuming all investors have the same expectations of future 1-year rates for zero-coupon bonds?
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