Rss M' FRM Mathematics, Probabilities and Statistics : Quantitative Preparatory Seminar Place financière, contexte et obligations professionnelles Marchés, finance et produits financiers Retail & Corporate Banking Private Banking Organismes de placement collectif Finance et produits alternatifs Fiscalité, successions et planification fiscale Risk Management Certifications A la carte Compliance Comptabilité, analyse bilans et contrôle de gestion Back-Office Accueil et vente Assurances Professionnels du secteur financier Formations Risk Management A la carte M' FRM Maths, Probabilities and Statistics Index MATHEMATICS APPLIED TO FINANCE Logarithms and exponentials (application to interest rates and bond prices) Derivatives and differential calculus (application to bond duration) Taylor series expansion (application to bond convexity) Integrals (application to bond valuation) Optimization (application to portfolio selection) PROBABILITIES Principles of probabilities (application to stochastic dominance) Moments of random variables (application to portfolio returns) Discrete probability functions (application to derivatives pricing) Continuous probability functions (application to stock prices and returns) Multivariate distributions (application to portfolio diversification) Convolutions and copulae (application to credit and operational risk) STATISTICS Point estimators (application to asymptotic distributions) Confidence intervals and hypothesis testing (application to performance measurement) Tail estimation (application to extreme losses) REGRESSION ANALYSIS Univariate regression (application to beta measurement) OLS/GLS (application to multi-factor models) Autoregressive models (application to conditional variance models) Logit/probit (application to default probabilities) CONTINUOUS TIME FINANCE State pricing (application to financial binomial trees) Brownian motions and Itô processes (application to financial price processes) Monte Carlo simulations (application to interest rate forecasting) Risk-adjusted valuation (application to option pricing) Inscription fermée Contactez-nous Imprimer
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