1、定量分析
①Chapter 14,Machine Learning Methods:
新增Compare and apply the two methods utilized for rescaling variables in data preparation.
②Chapter 15,Machine Learning and Prediction:
将原先Evaluate the predictive performance of logistic regression models and neural network models using a confusion matrix拆成两部分,分别为Evaluate the predictive performance of logistic regression models和Compare the logistic regression and neural network classification approaches using a confusion matrix.
2、金融市场与产品
①Chapter 12,Options Markets:
删减Explain the specification of exchange-traded stock option contracts,including that of nonstandard products.
②Chapter 20,Swaps:
删减Explain the mechanics of a currency swap and compute its cash flows.
3、估值与风险建模
Chapter 10,Interest Rates:
删减Describe overnight indexed swaps(OIS)and distinguish OIS rates from LIBOR swap rates.