Financial Risk Manager Handbook

Philippe Jorion - Collection Wiley Finance

760 pages, parution le 27/06/2005 (3^eme édition)

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Résumé

An essential guide to financial risk management and the best way to ace the GARP FRM(r) Exam

The Financial Risk Management Exam (FRM Exam) is given by the Global Association of Risk Professionals (GARP) annually in November for risk professionals who want to earn FRM certification. Written with the full support of GARP and providing questions and solutions from previous exams, this is the definitive guide for those preparing to take the FRM Exam as well as a valued working reference for risk professionals.

L'auteur - Philippe Jorion

Phillipe Jorion, PhD, MBA (Irvine, CA), is a Professor of Finance at the Graduate School of Management at UC Irvine. The Global Association of Risk Professionals (GARP) oversees the FRM(r) Certification Program and is the leading association for risk professionals, with over 38,000 members worldwide.

Sommaire

Quantitative Analysis
- Bond Fundamentals
- Fundamentals of Probability
- Fundamentals of Statistics
- Monte Carlo Methods
- Capital Markets
- Introduction to Derivatives
- Options
- Fixed-Income Securities
- Fixed-Income Derivatives
- Equity Markets
- Currencies and Commodities Markets
Market Risk Management
- Introduction to Market Risk Measurement
- Identification of Risk Factors
- Sources of Risk
- Hedging Linear Risk
- Nonlinear Risk: Options
- Modeling Risk Factors
- VAR Methods
Credit Risk Management
- Introduction to Credit Risk
- Measuring Actuarial Default Risk
- Measuring Default Risk from Market Prices
- Credit Exposure
- Credit Derivatives
- Managing Credit Risk
Operational and Integrated Risk Management
- Operational Risk
- Risk Capital and RAROC
- Best Practices Reports
- Firmwide Risk Management
Legal, Accounting, and Task Risk Management
- Legal Issues
- Accounting and Tax Issues
Regulation and Compliance
- Regulation of Financial Institutions
- The Basel Accord
- The Basel Market Risk Charges

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Philippe Jorion
Collection	Wiley Finance
Parution	27/06/2005
Édition	3^eme édition
Nb. de pages	760
Format	21,5 x 27,5
Couverture	Broché
Poids	1776g
Intérieur	Noir et Blanc
EAN13	9780471706298
ISBN13	978-0-471-70629-8