Financial Risk Manager Handbook (Google eBook)

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John Wiley & Sons, Jun 15, 2007 - Business & Economics - 768 pages
2 Reviews
An essential guide to financial risk management and the only way to get a great overview of the subjects covered in the GARP FRM 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(r) certification. The Financial Risk Manager Handbook, Fourth Edition is the definitive guide for those preparing to take the FRM Exam as well as a valued working reference for risk professionals. Written with the full support of GARP, and containing questions and solutions from previous exams, this book is a valuable resource for professionals responsible for or associated with financial risk management.

  

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Contents

Bond Fundamentals
3
Fundamentals of Probability
31
Fundamentals of Statistics
65
Monte Carlo Methods
85
Introduction to Derivatives
107
Options
123
FixedIncome Securities
152
FixedIncome Derivatives
186
Introduction to Credit Risk
409
Measuring Actuarial Default Risk
427
Measuring Default Risk from Market Prices
454
Credit Exposure
471
Credit Derivatives and Structured Products
500
Managing Credit Risk
527
Operational Risk
551
Risk Capital and RAROC
569

Equity Currency and Commodity Markets
209
Introduction to Market Risk Measurement
241
Sources of Market Risk
267
Hedging Linear Risk
292
Nonlinear Risk Options
309
Modeling Risk Factors
333
VAR Methods
349
Portfolio Management
369
Hedge Fund Risk Management
383
FirmWide Risk Management
577
Legal Issues
597
Accounting and Tax Issues
611
Regulation of Financial Institutions
633
The Basel Accord
643
The Basel Market Risk Charge
671
About the CDROM
685
Index
687
Copyright

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About the author (2007)

Philippe Jorion is Professor of Finance at the Paul Merage School of Business 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 eighty publications—directed towards academics and practitioners—on the topic of risk management and international finance. He is on the editorial board of a number of financial journals and was editor of the Journal of Risk. He has won the Smith Breeden Prize for research, the William F. Sharpe Award for Scholarship in Financial Research, and the Graham and Dodd Scroll Award. He has written the first three 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.

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