作 者： （美）乔纳森·文 著 王燕鸣 译 丛 书 名：出 版 社： 清华大学出版社ISBN：9787302192916 出版时间：2009-09-01版 次：1页 数：366装 帧：平装开 本：16开
风险建模（Valuation and Risk Models）（30%） FRM1级侧重于金融工具、风险价值计量理论概念的理解。
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德姆·查克准确地意识到，为信用衍生品交易中涉及的风险建模有其局限性。
Demchak was acutely aware that modelling the risks involved in credit derivatives deals had its limits.
信贷风险文献非常少讨论了这些因素，这些因素应纳入信贷风险建模。
Credit risk literature rarely discusses these factors, which should be incorporated into credit risk modeling.
本文主要研究了基于电力联营体(POOL)模式的中长期电力合约的交易策略和风险建模问题。
Risk modelling of electric forward contracts and strategies of electric contracts transaction under power market based on POOL operation are mainly studied in this paper.
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