Title:
Financial risk manager handbook plus test bank : FRM Part I/Part II
Author:
Jorion, Philippe, 1955-
ISBN:
9780470904015
Personal Author:
Edition:
6th ed.
Publication Information:
Hoboken, N.J. : J. Wiley & Sons, c2011.
Physical Description:
xvi, 798 p. : ill. ; 28 cm.
Series:
Wiley finance
General Note:
Includes index.
Contents:
Machine generated contents note: pt. ONE Foundations of Risk Management -- ch. 1 Risk Management -- pt. TWO Quantitative Analysis -- ch. 2 Fundamentals of Probability -- ch. 3 Fundamentals of Statistics -- ch. 4 Monte Carlo Methods -- ch. 5 Modeling Risk Factors -- pt. THREE Financial Markets and Products -- ch. 6 Bond Fundamentals -- ch. 7 Introduction to Derivatives -- ch. 8 Option Markets -- ch. 9 Fixed-Income Securities -- ch. 10 Fixed-Income Derivatives -- ch. 11 Equity, Currency, and Commedity Markets -- pt. FOUR Valuation and Risk Models -- ch. 12 Introduction to Risk Models -- ch. 13 Managing Linear Risk -- ch. 14 Nonlinear (Option) Risk Models -- pt. FIVE Market Risk Management -- ch. 15 Advanced Risk Models: Univariate -- ch. 16 Advanced Risk Models: Multivariate -- ch. 17 Managing Volatility Risk -- ch. 18 Mortgage-Backed Securities Risk -- pt. SIX Credit Risk Management -- ch. 19 Introduction to Credit Risk -- ch. 20 Measuring Actuarial Default Risk --
Contents note continued: ch. 21 Measuring Default Risk from Market Prices -- ch. 22 Credit Exposure -- ch. 23 Credit Derivatives and Structured Products -- ch. 24 Managing Credit Risk -- pt. SEVEN Operational and Integrated Risk Management -- ch. 25 Operational Risk -- ch. 26 Liquidity Risk -- ch. 27 Firmwide Risk Management -- ch. 28 The Basel Accord -- pt. EIGHT Investment Risk Management -- ch. 29 Portiolio Risk Management -- ch. 30 Hedge Fund Risk Management.
Abstract:
Risk professionals looking to earn the Financial Risk Manager (FRM) certification, corporate training programs, professors, and graduate students all rely on the Financial Risk Manager Handbook for the most comprehensive and up-to-date information on financial risk management. --
Filled with in-depth insight and practical advice the Financial Risk Manager Handbook is the core text for risk management training programs worldwide. Completely updated to address recent developments in financial markets---and reorganized to reflect the new two-part format of the Financial Risk Manager (FRM) exam---this Sixth Edition is essential to your understanding of one of the most important disciplines in finance. --
Finanicial Risk Manager Handbook. Sixth Edition supports candidates studying for the Global Association of Risk Professional's (GARP) annual FRM exams and prepares you to assess and control risk in today's rapidly changing financial world. Supplemented by an interactive Test Bank-which contains hundreds of multiple-choice questions from previous FRM exams---this Handbook is a requirement for any risk professional's library. --
The FRM is recognized as the world's most prestigious global certification program---created to measure a financial risk manager's capabilities. Since the FRM exam is an essential requirement for risk managers around the world. the Financial Risk Manager Handbook. Sixth Edition focuses on practical financial risk management techniques and solutions that are emphasized on the test---and are also essential in the real world. Questions from previous exams are explained through tutorials so that you may prepare yourself or your employees for this comprehensive exam and for the risk management challenges you will undoubtedly face at some point in your career. --Book Jacket.