以下內容主要是介紹市場風險知識,愛學習的童鞋看過來。
  Module:Market Risk
  Futures,forwards,swaps,and options
  Forward
  Futures
  Swap
  Option
  Fixed Income Securities
  Pricing:discount factors,yield curve
  Interest Risk Measurement:duration,DV01,convexity
  VaR
  Definition
  Approach:single product,portfolios
  Stress testing:advantages,scenario analysis
  Derivatives:Local valuation,full valuation
  Foreign Exchange Risk
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