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FRM二级FRM二级习题集

¥198 256.00(7.7折)
作     者
金程教育 著
出 版 社
金程教育
出版时间
2016年09月01日
ISBN
0000001
所属分类
 > FRM > FRM二级
我 要 买
库存41
购买最佳组合
金程价:¥300
参考价:¥417
 
  • 版 次:10
  • 页 数:270
  • 印刷时间:2016年09月
  • 开 本:A4
  • 纸 张:A4
  • 印 次:2016年第一次
  • 包 装:胶装
编辑推荐

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。
 

 

作者简介
金程教育专业从事FRM培训十余年,集结十多年来专兼职师资培训心血,编撰FRN二级习题集,紧扣考纲内容,根据每年考纲的变化,对相应知识点习题作出相应改编,是FRM考生必备的备考资料之一。
目录

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

 

在线试读部分章节

1.Which of the following statements is (are) correct regarding the pricing of fixed- income securities?

  1. The put price serves as the floor value for a puttable bond when interest rates rise.
  2. The more frequent the time steps used for projected fixed-income security values, the more accurate the pricing.
  3. The Black-Scholes-Merton model is preferred for the pricing of fixed income securities because of its continuous time assumption.
  1. II only.
  2. I and II only.
  3. I and III only.
  4. I, II, and III.

 

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?

  1. 7.888%
  2. 7.988%
  3. 8.000%
  4. 8.088%

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