CPA零基礎(chǔ)課程免費(fèi)體驗(yàn)
　　IV:Valuation and Risk Models
　　Weight
　　Level I Exam Weight:30%
　　Full Exam Weight:15%
　　16 Main Points
　　Value-at-Risk(VaR)
　　Applications of VaR for market,credit and operational risk
　　VaR of linear and non-linear derivatives
　　VaR for fixed income securities with embedded options
　　Structured Monte Carlo
　　Term structure of interest rates
　　Discount factors,arbitrage,yield curves
　　Bond prices,spot rates,forward rates
　　DV01,duration and convexity,duration based hedging
　　Credit rating agencies,credit ratings
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　　Credit transition matrics
　　Sovereign risk and country risk *uation
　　Binomial trees
　　Black-Scholes-Merton model
　　Greeks
　　Stress testing and scenario analysis