1.1 风险管理基础1风险管理01.1 解释风险的概念和比较风险管理Risk ： arise from uncertainty regarding future loss as well as gainRisk management ：activities aimed to reduce or eliminate expected loss Risk tak

FRM一级模拟题1 . Which of the following statements regarding the lease rate in commodity futures contracts is incorrect?I The lease rate is the return required by the lender in exchange

FRM一级模拟题（2）1、Which one of the foll owing four trading strategies coul d limit the investor's upside potential while reducing her d ownsid e risk compared to a naked long position i

FRM一级公式表

Chapter I The Need for Risk Management风险是一种不确定性，一般来说，风险可以分为经营风险（Business Risk）和金融市场风险（Financial Risk），前者主要由于经营决策和经营环境导致，而后者则主要由金融市场传递。两者的区分从本质上说其实并不那么明显，因为金融市场的利率水平波动是多个微观主体经营决策之影响

3.Which of the following is not considered a failure of risk management? A. Incorrect meas

FRM 学习笔记 BOOK I+BOOK II1测度尤其适用于那些拥有相同的资产。APT成立的根据是：如果我们对某个资产作出了某种合理估计，而实际情况并不与之相同，那么从中产生了套利机会，即价格会朝着合理的一方变化。套利机会在有效市场中被认为是转瞬即逝的，那么资产价格就是模型所估计的价格。这种方式比CAPM简化的原因是基于其对模型的构建条件进行了宽松化的处理

FRM一级原版教材和其他常见资料分享，包含FRM学习方法马上2018年11月FRM报名工作就要开始了。准备报名的考生开始准备FRM一级教材了。这很有必要的。本文高顿FRM老师将为大家分享FRM一级原版教材相关的内容，帮助考生选对教材，顺利备考。一、FRM一级官方教材FRM一级教材不能忽略的来源就是官方了。为了帮助考生入门，协会提供很多免费的教材。下面高顿FR

FRM一级模拟题1. All else held constant and assuming no change in the value of the underlying, what impact should an increasein interest rates have on the price of stock index futures?a.

FRM一级练习题（2）1、If the daily, 95% confid ence l evel value at risk (VaR) of a portfolio is correctly estimated to be USD 10,000, one would expect that:A. In 1 out of 20 days, the port

FRM一级考试通过经验及各科目重点详细介绍！因为自己就读金融工程，所以较初接触FRM一级的时候，翻看高顿的复习资料，可以说内心中还是充满了欣喜与放松。因为FRM知识点中很多的内容都是那么熟悉，比如量化分析技巧，概率论与数理统计，期货期权的内容以及资本市场的相关知识。我曾经在那么一瞬间觉得这门考试似乎就能轻松应对，甚至萌发了在考前两周再“加班”的想法。真正想要

2018年FRM一级考试主要公式汇总！FRM一级考试公式有以下这些：一、盈利能力分析1.销售净利率=(净利润÷销售收入)×100%该比率越大，企业的盈利能力越强2.资产净利率=(净利润÷总资产)×100%该比率越大，企业的盈利能力越强3.权益净利率=(净利润÷股东权益)×100%该比率越大，企业的盈利能力越强4.总资产报酬率=(利润总额+利息支出)/平均资产

Chapter I The Need for Risk Management风险是一种不确定性，一般来说，风险可以分为经营风险（Business Risk）和金融市场风险（Financial Risk），前者主要由于经营决策和经营环境导致，而后者则主要由金融市场传递。两者的区分从本质上说其实并不那么明显，因为金融市场的利率水平波动是多个微观主体经营决策之影响

FRM一级模拟题1 . A trader has put on a long position in a 2-year call on a stock whose strike will be determined by the value of the stock in l year's time. You can expect this position

FRM一级模拟题1. When testing a hypothesis, which of the following statements is correct when the level of significance of the test is decreased?a. The likelihood of rejecting the null h

FRM二级个人吐血干货精华必过知识点总结 原创扫描版

FRM一级模拟题1 . A bank has sold USD 300,000 0f call options on 100,000 equities. The equities trade at 50, the option strike price is 49, the maturity is in 3 months, volatility is 20%

FRM一级模拟题1 . Imagine a stack-and-roll hedge of monthly commodity deliveries that you continue for the next five years. Assume the hedge ratio is adjusted to take into effect the mis

frm一级笔记

FRM一级模考题（二）1. Based on a sample size of 100 and sample mean of $30, you estimate a 95%confidence interval for the mean weekly soft drink expenditures of students at alocal college.