小编导读:您还会为FRM考试感到烦恼吗?高顿网校精品题库,包含历年真题,模拟试题等题型,题题结合考试大纲贴近考试考点。坚持每天做题练习,一定可以提升备考效果,为赢取属于自己的美好明天加油吧!马上开始练习 >>>
  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