Market risk measurement and management -是属于FRM的第二个部分
视频要点：
1.Volatility smiles and Volatility term structures
2.Exotic options
3.Duration and convexity of fixed imcome securities
4.Term structure model
5.Backtesting VaR
6.Mapping financial instruments to risk factors
7.Expected shortfall and coherent risk measures
8.Extreme value theory
9.Copulas and tail dependence
10.Mortgage and mortgage-backed securities



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