CFA课本相关知识SchweserNotes+Book+4-2_114.pdfVIP

Contents 1. Learning Outcome Statements (LOS) 2. Reading 32: The Term Structure and Interest Rate Dynamics 1. Exam Focus 2. Module 32.1: Spot and Forward Rates, Part 1 3. Module 32.2: Spot and Forward Rates, Part 2 4. Module 32.3: The Swap Rate Curve 5. Module 32.4: Spread Measures 6. Module 32.5: Term Structure Theory 7. Module 32.6: Interest Rate Models 8. Key Concepts 9. Answer Key for Module Quizzes 3. Reading 33: The Arbitrage-Free Valuation Framework 1. Exam Focus 2. Module 33.1: Binomial Trees, Part 1 3. Module 33.2: Binomial Trees, Part 2 4. Key Concepts 5. Answer Key for Module Quizzes 4. Reading 34: Valuation and Analysis of Bonds With Embedded Options 1. Exam Focus 2. Module 34.1: Types of Embedded Options 3. Module 34.2: Valuing Bonds With Embedded Options, Part 1 4. Module 34.3: Valuing Bonds With Embedded Options, Part 2 5. Module 34.4: Option-Adjusted Spread 6. Module 34.5: Duration 7. Module 34.6: Key Rate Duration 8. Module 34.7: Capped and Floored Floaters 9. Module 34.8: Convertible Bonds 10. Key Concepts 11. Answer Key for Module Quizzes 5. Reading 35:Credit Analysis Models 1. Exam Focus 2. Module 35.1: Credit Risk Measures 3. Module 35.2: Analysis of Credit Risk 4. Module 35.3: Credit Scores and Credit Ratings 5. Module 35.4: Structural and Reduced Form Models 6. Module 35.5: Credit Spread Analysis 7. Module 35.6: Credit Spread 8. Module 35.7: Credit Analysis of Securitized Debt 9. Key Concepts 10. Answer Key for Module Quizzes 6. Reading 36: Credit Default Swaps 1. Exam Focus 2. Module 36.1: CDS Features and Terms