دوره آموزشی مدل‌های ارزشگذاری و ریسک (Valuation and Risk Models)

دوره آموزشی مدل‌های ارزشگذاری و ریسک (Valuation and Risk Models)

دوره آموزشی مدل‌های ارزشگذاری و ریسک (Valuation and Risk Models)

Syllabus

Measures of Financial Risk-

Calculating and Applying VaR-

Measuring and Monitoring Volatility-

External and Internal Credit Ratings-

Country Risk-

Credit Risk and Capital Modeling-

Operational Risk-

Stress Testing-

Pricing Conventions, Discounting and Arbitrage-

Interest Rates-

Bond Yields and Return Calculations-

Applying Duration, Convexity, and DV-

Modeling and Hedging Non-Parallel Term Structure Shifts-

Binomial Trees-

The Black-Scholes-Merton Model-

Option Sensitivity Measures: The “Greeks-