Jorion Financial Risk Manager Handbook

2. Auflage 2003
ISBN: 978-0-471-47448-7
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 736 Seiten, E-Book

Reihe: Wiley Finance Editions

An essential guide to financial risk management as well as the onlyway to ace the GARP FRM Exam
The Financial Risk Management Exam (FRM Exam) was developed by theGlobal Association of Risk Professionals (GARP) as a means ofestablishing an industry standard of minimum professionalcompetence in the field. It is given annually in November for riskprofessionals who want to earn FRM certification. Authored byrenowned financial risk management guru Phillipe Jorion, with thefull support of the GARP, this is the definitive guide for thosepreparing to take the FRM Exam. With the help of questions (andsolutions) taken from previous exams, Jorion coaches readers onquantitative methods, capital markets, and market, credit,operational, and risk management concepts and assessmenttechniques. In addition to being the indispensable guide for thoseaspiring to FRM certification, Financial Risk Manager Handbook alsoserves as a valued working reference for risk professionals.
Phillipe Jorion, PhD (Irvine, CA), is a Professor of Finance at theGraduate School of Management at UC Irvine. He has also taught atColumbia University, Northwestern University, the University ofChicago, and the University of British Columbia.

Autoren/Hrsg.

Jorion, Philippe

Über Autor(innen)

PHILIPPE JORION is Professor of Finance at the Graduate School of Management at the University of California at Irvine. He holds an MBA and a PhD from the University of Chicago and a degree in engineering from the University of Brussels. Dr. Jorion has authored more than seventy publications-directed towards academics and practitioners-on the topic of risk management and international finance. He is Editor of the Journal of Risk and is on the editorial board of a number of other financial journals. He has won the Smith Breeden Prize for research and the William F. Sharpe Award for Scholarship in Financial Research. He has written the first edition of Financial Risk Manager Handbook as well as Financial Risk Management: Domestic and International Dimensions, Big Bets Gone Bad: Derivatives and Bankruptcy in Orange County, and Value at Risk: The New Benchmark for Managing Financial Risk.