پنجمین دوره آموزشی آمادگی سطح یک آزمون FRM

The Building Blocks of Risk Management-

?How Do Firms Manage Financial Risk-

The Governance of Risk Management-

Credit Risk Transfer Mechanisms-

Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)-

The Arbitrage Pricing Theory (APT) and Multifactor Models of Risk and Return-

ERM and Future Trends-

Learning from Financial Disasters-

Anatomy of the Great Financial Crisis-

GARP Code of Conduct-

Fundamentals of Probability-

Random Variables-

Common Univariate Random Variables-

Multivariate Random Variables-

Sample Moments-

Hypothesis Testing-

Linear Regression-

Regression with Multiple Explanatory Variables-

Regression Diagnostics-

Stationary Time Series-

Nonstationary Time Series-

Measuring Return, Volatility and Correlation-

Simulation and Bootstrapping-

Insurance Companies and Pension Plans-

Fund Management-

Introduction to Derivatives-

Exchanges and OTC Markets-

Central Clearing-

Futures Markets-

Using Futures for Hedging-

Foreign Exchange Markets-

Pricing Financial Forwards and Futures-

Commodity Forwards and Futures-

Options Markets-

Properties of Options-

Trading Strategies-

Exotic Options-

Properties of Interest Rates-

Corporate Bonds-

Mortgages and Mortgage-Backed Securities-

Interest Rate Futures-

Swaps-

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-