Frm Part 1 Study Plan

Transcript

Reading Number  Foundations of Risk Management 1 Risk Taking: A Corporate Governance Practice 2 Delineating Efcient Portolios 3 Te !tan"ar" Capital Asset Pricing #o"el $ %onstan"ar" &or's o Capital Asset Pricing #o"els Appl+ing te CAP# to Peror'ance #eas*re'ent: !ingle= 5 (n"e< Peror'ance #eas*re'ent (n"icators> 6 (nor'ation Risk an" Data )*alit+ #anage'ent , &inancial Disasters Risk #anage'ent &ail*res: &ail*res: ?at Are Te+ an" ?en Do - Te+ appen . GARP Co"e o Con"*ct Comprehensive Comprehensiv e Test  Test  Quantitative Methods 1/ Pro0a0ilities 11 asic !tatistics 12 Distri0*tions 13 +potesis Testing an" Con"ence (ntervals 1$ 4inear Regression it ne Regressor Regression it a !ingle Regressor: +potesis Tests an" 15 Con"ence (ntervals 16 4inear Regression it #*ltiple Regressors +potesis Tests Tests an" Con"ence C on"ence (ntervals in #*ltiple 1, Regression 1- #onte Carlo #eto"s 1. Esti'ating 7olatilities an" Correlations Comprehensive Comprehensiv e Test  Test  Financial Markets and Products 2/ (n (ntro"*ction 8ptions9 &*t*res9 an" ter Derivatvies 21 #ecanics o &*t*res #arkets 22 e"ging !trategies ;sing &*t*res 23 (nterest Rates 2$ Deter'ination o &orar" an" &*t*res Prices 25 (nterest Rate &*t*res 26 !aps 2, Properties o !tock ptions 2- Tra"ing !trategies (nvolving ptions &*n"a'entals o Co''o"it+ !pot an" &*t*res &*t*res #arkets: 2. (nstr*'ents9 E