FRM Part I / Part II
E-Book, Englisch, 816 Seiten, E-Book
Reihe: Wiley Finance Editions
ISBN: 978-1-118-01789-0
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
Filled with in-depth insights and practical advice, theFinancial Risk Manager Handbook is the core text for riskmanagement training programs worldwide. Presented in a clear andconsistent fashion, this completely updated Sixth Edition, mirrorsrecent updates to the new two-level Financial Risk Manager (FRM)exam, and is fully supported by GARP as the trusted way to preparefor the rigorous and renowned FRM certification. This valuable newedition includes an exclusive collection of interactivemultiple-choice questions from recent FRM exams.
Financial Risk Manager Handbook, Sixth Edition supportscandidates studying for the Global Association of RiskProfessional's (GARP) annual FRM exam and prepares you to assessand control risk in today's rapidly changing financial world.Authored by renowned risk management expert Philippe Jorion, withthe full support of GARP, this definitive guide summarizes the corebody of knowledge for financial risk managers.
* Offers valuable insights on managing market, credit,operational, and liquidity risk
* Examines the importance of structured products, futures,options, and other derivative instruments
* Contains new material on extreme value theory, techniques inoperational risk management, and corporate risk management
Financial Risk Manager Handbook is the most comprehensiveguide on this subject, and will help you stay current on bestpractices in this evolving field. The FRM Handbook is theofficial reference book for GARP's FRM certification program.
Autoren/Hrsg.
Weitere Infos & Material
Preface.
About the Author.
About GARP.
Introduction.
PART ONE Foundations of Risk Management.
CHAPTER 1 Risk Management.
PART TWO Quantitative Analysis.
CHAPTER 2 Fundamentals of Probability.
CHAPTER 3 Fundamentals of Statistics.
CHAPTER 4 Monte Carlo Methods.
CHAPTER 5 Modeling Risk Factors.
PART THREE Financial Markets and Products.
CHAPTER 6 Bond Fundamentals.
CHAPTER 7 Introduction to Derivatives.
CHAPTER 8 Option Markets.
CHAPTER 9 Fixed-Income Securities.
CHAPTER 10 Fixed-Income Derivatives.
CHAPTER 11 Equity, Currency, and Commodity Markets.
PART FOUR Valuation and Risk Models.
CHAPTER 12 Introduction to Risk Models.
CHAPTER 13 Managing Linear Risk.
CHAPTER 14 Nonlinear (Option) Risk Models.
PART FIVE Market Risk Management.
CHAPTER 15 Advanced Risk Models: Univariate.
CHAPTER 16 Advanced Risk Models: Multivariate.
CHAPTER 17 Managing Volatility Risk.
CHAPTER 18 Mortgage-Backed Securities Risk.
PART SIX Credit Risk Management.
CHAPTER 19 Introduction to Credit Risk.
CHAPTER 20 Measuring Actuarial Default Risk.
CHAPTER 21 Measuring Default Risk from Market Prices.
CHAPTER 22 Credit Exposure.
CHAPTER 23 Credit Derivatives and Structured Products.
CHAPTER 24 Managing Credit Risk.
PART SEVEN Operational and Integrated RiskManagement.
CHAPTER 25 Operational Risk.
CHAPTER 26 Liquidity Risk.
CHAPTER 27 Firmwide Risk Management.
CHAPTER 28 The Basel Accord.
PART EIGHT Investment Risk Management.
CHAPTER 29 Portfolio Risk Management.
CHAPTER 30 Hedge Fund Risk Management.
Index.