CIIA公式集（II）最终考试固定收益证券估值和分析衍生证券估值和分析组合管理目录1固定收益证券和分析...................................................................................................................31.1货币的时间价值................................................................................................................31.1.1货币的时间价值......................................................................................................31.1.2债券收益计量..........................................................................................................41.1.3利率的期限结构......................................................................................................51.1.4债券价格分析..........................................................................................................61.1.5风险度量.................................................................................................................81.2可转换债券......................................................................................................................101.2.1投资特征...............................................................................................................101.3可赎回债券.......................................................................................................................111.3.1估值和久期............................................................................................................111.4固定收益证券组合管理策略.........................................................................................111.4.1被动型管理..........................................................................................................111.4.2计算套期保值比率：修正久期法.......................................................................112衍生证券估值和分析.................................................................................................................132.1金融市场和工具.............................................................................................................132.1.1相关市场..............................................................................................................132.2衍生证券和其他产品的分析..........................................................................................142.2.1期货......................................................................................................................142.2.2期权......................................................................................................................172.2.3标准正态分布:CDF表........................................................................................243组合管理....................................................................................................................................273.1现代组合理论.................................................................................................................273.1.1风险/回报概括.....................................................................................................273.1.2风险的测量...........................................................................................................293.1.3组合理论....................................................................................................
VIP
