京东 11.11 红包
1.3.13 期权的性质 Properties of Options
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1.5.10 期权的回报和盈亏 Options Payoffs and Profits & Losses
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2.1.10 风险度量和对冲的实证方法 Empirical Approaches to Risk Metrics and Hedging
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1.3.12 期权市场 Options Markets
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2.2.11 抵押品 Collateral
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2.2.1 信贷决策 The Credit Decision
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2.1.2 非参数方法 Non-Parametric Approaches
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2.2.9 交易对手风险 Counterparty Credit Risk
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2.2.13B 错向风险 Wrong-way Risk
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2.1.3 参数化方法（二）：极值 Parametric Approaches (II): Extreme Value
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2.1.4 回溯测试 VaR Backtesting VaR
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1.3.16 利率的性质 Properties of Interest Rates
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2.4.1 流动性风险 Liquidity Risk
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1.3.19 利率期货 Interest Rate Futures
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1.3.8 利用期货对冲 Using Futures for Hedging
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1.5.3 夏普比率、特雷诺比率和詹森阿尔法指数 Sharpe Ratio, Treynor Ratio and Jensen's Alpha
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1.5.11 假设检验 Hypothesis Testing
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1.4.5 国家风险 Country Risk
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1.5.13 影响期权价格的因素 Factors affecting Option Values
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1.2.13 模拟与拔靴法 Simulation and Bootstrapping
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2.2.4 评级方法 Ratings Assignment Methodologies
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2.2.14 压力测试对手方风险暴露的演变 The Evolution of Stress Testing Counterparty Exposures
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2.2.13A 信用和债务价值调整 Credit and Debt Value Adjustments
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1.3.14 涉及期权的交易策略 Trading Strategies involving Options
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2.5.9 对冲基金 Hedge Funds
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1.3.5 交易所、OTC衍生品、DPC和SPV Exchanges, OTC Derivatives, DPCs, and SPVs
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1.4.13 非平行期限结构转变的建模和对冲 Modeling and Hedging Non-Parallel Term Structure Shifts
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1.3.15 奇异期权 Exotic Options
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1.3.3 基金管理 Fund Management
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2.2.6 价差风险和违约强度模型 Spread Risk and Default Intensity Models
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1.3.11 商品远期和期货 Commodity Forwards and Futures
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1.4.16 期权敏感性指标：希腊字母 Option Sensitivity Measures: The “Greeks”
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1.4.14 二项树 Binomial Trees
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1.3.9 外汇市场 Foreign Exchange Markets
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2.2.17&18 次级抵押贷款证券化 Understanding the Securitization of Subprime Mortgage Credit
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1.3.2 保险公司和个人养老金 Insurance Companies and Pension Plans
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2.3.5 风险缓解 Risk Mitigation
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1.5.8 即期汇率与远期汇率 Spot Rate vs. Forward Rates
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1.4.7 操作风险 Operational Risk
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1.4.3 衡量和监测波动率 Measuring and Monitoring Volatility