mycourse:quantitative_risk_management
差别
这里会显示出您选择的修订版和当前版本之间的差别。
两侧同时换到之前的修订记录前一修订版后一修订版 | 前一修订版后一修订版两侧同时换到之后的修订记录 | ||
mycourse:quantitative_risk_management [2022/05/24 13:54] – [教学计划] kk | mycourse:quantitative_risk_management [2023/03/21 23:25] – [教学计划] kk | ||
---|---|---|---|
行 9: | 行 9: | ||
===== 教学计划 ===== | ===== 教学计划 ===== | ||
- | | 序号 | 主题 | 时间 | 讲义 | 练习 | | + | | 序号 | 主题 | 时间 | 讲义 |
- | | 1 | Introduction | wk5 (wk14) | [[http:// | + | | 1 | Introduction | wk5 (wk14) | [[http:// |
- | | 2 | Risk Models and Market Risk | wk6 (wk15) | [[http:// | + | | 2 | Risk Models and Market Risk | wk6 (wk15) | [[http:// |
- | | 3 | Credit | + | | 3 | Risk Models and Market Risk | wk6 (wk15) | [[http:// |
- | | 4 | Credit Risk Management | + | | 4 | Credit Risk Management | wk7-8 (wk16-17) | [[http:// |
行 23: | 行 23: | ||
- McNeil A J, Frey R, Embrechts P. Quantitative risk management: concepts, techniques and tools-revised edition[M]. Princeton university press, 2015. | - McNeil A J, Frey R, Embrechts P. Quantitative risk management: concepts, techniques and tools-revised edition[M]. Princeton university press, 2015. | ||
+ | ===== 考试 ===== | ||
- | ===== 主要参考文献 ===== | + | * <del>考试时间:第18周周三(6月22日)上午9: |
+ | * < | ||
+ | * < | ||
+ | * < | ||
- | **[[: | ||
- | [1] Longerstaey J, Spencer M. Riskmetricstm—technical document[J]. Morgan Guaranty Trust Company of New York: New York, 1996, 51: 54. | + | ===== 主要参考文献 ===== |
- | [2] Mina J, Xiao J Y. Return to RiskMetrics: the evolution of a standard[J]. RiskMetrics Group, 2001, 1: 1-11. | + | **[[:literature_search|查找文献的方法]]** |
- | [3] Morgan J P. Creditmetrics-technical document[J]. JP Morgan, New York, 1997. | + | - Longerstaey J, Spencer M. Riskmetricstm—technical document[J]. Morgan Guaranty Trust Company of New York: New York, 1996, 51: 54. |
+ | - Mina J, Xiao J Y. Return to RiskMetrics: | ||
+ | - Morgan J P. Creditmetrics-technical document[J]. JP Morgan, New York, 1997. | ||
mycourse/quantitative_risk_management.txt · 最后更改: 2024/04/28 16:39 由 kk