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Financial Risk Manager Handbook, plus Test Bank: FRM Part I / Part II 6th edition [Mīkstie vāki]

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  • Formāts: Paperback / softback, 816 pages, height x width x depth: 277x216x43 mm, weight: 1542 g, Charts: 105 B&W, 0 Color; Tables: 62 B&W, 0 Color
  • Sērija : Wiley Finance
  • Izdošanas datums: 25-Jan-2011
  • Izdevniecība: John Wiley & Sons Inc
  • ISBN-10: 0470904011
  • ISBN-13: 9780470904015
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  • Cena: 178,26 €
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Financial Risk Manager Handbook, plus Test Bank: FRM Part I / Part II 6th editionPalielināt
  • Formāts: Paperback / softback, 816 pages, height x width x depth: 277x216x43 mm, weight: 1542 g, Charts: 105 B&W, 0 Color; Tables: 62 B&W, 0 Color
  • Sērija : Wiley Finance
  • Izdošanas datums: 25-Jan-2011
  • Izdevniecība: John Wiley & Sons Inc
  • ISBN-10: 0470904011
  • ISBN-13: 9780470904015
Citas grāmatas par šo tēmu:
Permanent link: https://www.kriso.lv/db/9780470904015.html
Keywords:
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.

Preface ix
About the Author xi
About GARP xiii
Introduction xv
PART ONE Foundations of Risk Management
1(24)
Chapter 1 Risk Management
3(22)
PART TWO Quantitative Analysis
25(100)
Chapter 2 Fundamentals of Probability
27(34)
Chapter 3 Fundamentals of Statistics
61(22)
Chapter 4 Monte Carlo Methods
83(20)
Chapter 5 Modeling Risk Factors
103(22)
PART THREE Financial Markets and Products
125(156)
Chapter 6 Bond Fundamentals
127(30)
Chapter 7 Introduction to Derivatives
157(20)
Chapter 8 Option Markets
177(30)
Chapter 9 Fixed-Income Securities
207(24)
Chapter 10 Fixed-Income Derivatives
231(24)
Chapter 11 Equity, Currency, and Commedity Markets
255(26)
PART FOUR Valuation and Risk Models
281(74)
Chapter 12 Introduction to Risk Models
283(28)
Chapter 13 Managing Linear Risk
311(20)
Chapter 14 Nonlinear (Option) Risk Models
331(24)
PART FIVE Market Risk Management
355(94)
Chapter 15 Advanced Risk Models: Univariate
357(18)
Chapter 16 Advanced Risk Models: Multivariate
375(30)
Chapter 17 Managing Volatility Risk
405(22)
Chapter 18 Mortgage-Backed Securities Risk
427(22)
PART SIX Credit Risk Management
449(162)
Chapter 19 Introduction to Credit Risk
451(20)
Chapter 20 Measuring Actuarial Default Risk
471(30)
Chapter 21 Measuring Default Risk from Market Prices
501(22)
Chapter 22 Credit Exposure
523(32)
Chapter 23 Credit Derivatives and Structured Products
555(32)
Chapter 24 Managing Credit Risk
587(24)
PART SEVEN Operational and Integrated Risk Management
611(114)
Chapter 25 Operational Risk
613(26)
Chapter 26 Liquidity Risk
639(18)
Chapter 27 Firmwide Risk Management
657(28)
Chapter 28 The Basel Accord
685(40)
PART EIGHT Investment Risk Management
725(54)
Chapter 29 Portiolio Risk Management
727(22)
Chapter 30 Hedge Fund Risk Management
749(30)
Index 779
PHILIPPE JORION is Professor of Finance at the School of Business at the University of California at Irvine. He was also a professor at Columbia, Northwestern, the University of Chicago, and the University of British Columbia. 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 a hundred publicationsdirected towards academics and practitionerson the topic of risk management and international finance. His work has received several prizes for research. Dr. Jorion has written the first five editions of Financial Risk Manager Handbook (Wiley), 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. He is also a Managing Director in the Risk Management Group at Pacific Alternative Asset Management Company (PAAMCO), a global fund of hedge funds.