國立台灣大學
National Taiwan University
國際企業學系
Department of International Business
Financial Risk Management (undergraduate level)
File Name
Description
FRM_Ch01.pdf
The Basics of Risk Management
FRM_Ch02.pdf
Risk Measurement at the Corporate Level: Economic Capital and RAROC
FRM_Ch03.pdf
Review of Statistics
FRM_Ch04.pdf
Background on Traded Instruments
FRM_Ch05.pdf
Market-Risk Measurement
FRM_Ch06.pdf
The Three Common Approaches for Calculating Value at Risk
FRM_Ch07.pdf
Value-at-Risk Contribution
FRM_Ch08.pdf
Testing VaR Results to Ensure Proper Risk Measurement
FRM_Ch09.pdf
Calculating Capital for Market Risk
FRM_Ch10.pdf
Overcoming VaR’s Limitations
FRM_Ch11.pdf
The Management of Market Risk
FRM_Ch12.pdf
Introduction to Asset Liability Management
FRM_Ch13.pdf
Measurement of Interest-Rate Risk for ALM
FRM_Ch14.pdf
Funding-Liquidity Risk in ALM
FRM_Ch15.pdf
Funds-Transfer Pricing and the Management of ALM Risks
FRM_Ch16.pdf
Introduction to Credit Risk
FRM_Ch17.pdf
Types of Credit Structure
FRM_Ch18.pdf
Risk Measurement for a Single Facility
FRM_Ch19.pdf
Estimating Parameter Values for Single Facilities
FRM_Ch23.pdf
Regulatory Capital for Credit Risk
Greeks from Hull.pdf
Introduction of the Greek Letters
Greeks supplement.pdf
Supplement Material About the Features of the Greek Letters
Cholesky.xls
Implementation of Cholesky Decomposition with VBA
Count.xls
A VBA Program to Generate the Frequency Histogram
D_C_D_t.xls
Calculate VaR for a Portfolio
Monte Carlo Simulation for Option Pricing.xls
Pricing Options with the Monte Carlo Simulation in Excel