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FRM一级FRM一级习题集

¥198 298.00(6.6折)
作     者
金程教育 著
出 版 社
金程教育
出版时间
2017年12月01日
ISBN
0000000122
所属分类
 > FRM > FRM一级
我 要 买
库存-8
购买最佳组合
金程价:¥300
参考价:¥459
 
  • 版 次:2017年第1版
  • 页 数:245
  • 印刷时间:2017年12月
  • 开 本:16开
  • 纸 张:A4
  • 印 次:1
  • 包 装:胶装
编辑推荐

这套习题集是金程十多位具有丰富授课经验老师的心血之作,准确定位每个章节中的考点,并将其模块化,为学员构架出清晰的知识体系,在临近考试的阶段至关重要,是不可多得的补充学习资料。这套习题通过摘取、归纳历年考试的真题,让学员可以透过题目掌握相应的考察重难点,同时可以有针对性的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。

作者简介
金程教育
目录

目录

FOUNDATIONS OF RISK MANAGEMENT

PART I BASICS OF RISK MANAGEMENT

PART II MODERN PORTFOLIO THEORY (MPT) 

PART III RISK-ADJUSTED PERFORMANCE MEASUREMENT

PART IV DATA QUALITY MANAGEMENT

PART V CASE STUDIES

PART VI ETHICS

 

QUANTITATIVE ANALYSIS    

PART I FUNDAMENTAL OF PROBABILITY

PART II FUNDAMENTAL OF STATISTICS

PART III REGRESSION

PART IV MONTE CARLO METHODS

PART V VOLATILITIES AND CORRELATIONS ESTIMATION

 

FINANCIAL MARKETS AND PRODUCTS

PART I BONDS

PART II FRAS

PART III FUTURES

PART IV SWAPS

PART V FOREIGN EXCHANGE RISK

PART VI OPTIONS

PART VII HEDGING STRATEGIES

 

VALUATION AND RISK MODELS 

PART I FIXED INCOME PRICING

PART II OPTION PRICING

PART III RISK MEASUREMENT

PART IV OPERATIONAL RISK MANAGEMENT

PART V CREDIT RISK MANAGEMENT     

在线试读部分章节

在线试读部分章节

Use the following information to answer Questions 5 and 6

Reid, Inc. is embarking on a new 4-year project in a foreign country with a country risk premium of 4%. Expected incremental annual cash flows from this project (assuming all cash flows occur at the end of the year) are as follows:

Year

Cash Flow

0

-$2.0 million

1

-$1.75million

2

-$0.5 million

3

+$0.4 million

4

+$2.6 million

 

The terminal value of the project in year 4 is $2 million. Reid’s relevant risk-free rate is 3%, and the beta of the new project is 1.1. The market risk premium is 5%. Reid’s credit rating lends itself to a 3.5% default spread, and its marginal corporate tax rate is 32%. The firm’s capital structure consists of a 45% debt and 55% equity funding mix.

Which of the following amounts is closest to Reid’s discount rate (i.e., its cost of capital)?

A.     7.43%

B.     8.86%

C.     9.08%

D.    10.0%

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