1911frm一级pz彩色版知识框架.pdf

Quan ative Analysis FRM一级知识框架图 uan ative Methods 讲师：何 旋 Framework 1. Probability 2. Basic Statistics Probability Statistics 3. Distributions 4. Hypothesis Tests and Confidence Intervals 5. Linear Regression with One Regressor Linear Regression 6. Linear Regression with Multiple Regressors 7. Elements of Forecasting 8. Simulation Modeling Simulation, Volatilities 9. Estimating Volatilities and Correlations and Correlation 10. Correlations and Copulas Section 1 Probability Basic Probability Concepts 概念对比、结论 0≤ P(E) ≤ 1 Properties of Probability P(E )+ P(E )+……+ P(E )=1 1 2 n • E ……E : Mutually exclusive and Exhaustive 1 n Mutually exclusive P(AB)=P(A|B)=P(B|A)=0 Exhaustive events include all possible outcomes Event分类 P(AB)=P(A) ×P(B) Indep