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Financial risk manager handbook

Author: Philippe Jorion; Global Association of Risk Professionals.
Publisher: Hoboken, N.J. ; [Chichester] : Wiley, ©2003.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Summary:
"This definitive guide supports candidates studying for GARP's annual FRM exam and prepares you to assess and control risk in today's rapidly changing financial world. Financial Risk Manager Handbook, Second Edition summarizes the core body of knowledge for financial risk managers, covering such topics as quantitative methods, capital markets, as well as credit, operational, market, and integrated risk management.  Read more...
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Details

Genre/Form: Problems and exercises
Problems, exercises, etc
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Philippe Jorion; Global Association of Risk Professionals.
ISBN: 047143003X 9780471430032
OCLC Number: 51913582
Notes: Previous edition: 2000.
Description: xxii, 708 pages : illustrations ; 28 cm
Contents: pt. I. Quantitative Analysis --
Ch. 1. Bond Fundamentals --
Ch. 2. Fundamentals of Probability --
Ch. 3. Fundamentals of Statistics --
Ch. 4. Monte Carlo Methods --
pt. II. Capital Markets --
Ch. 5. Introduction to Derivatives --
Ch. 6. Options --
Ch. 7. Fixed-Income Securities --
Ch. 8. Fixed-Income Derivatives --
Ch. 9. Equity Markets --
Ch. 10. Currencies and Commodities Markets --
pt. II. Market Risk Management --
Ch. 11. Introduction to Market Risk Measurement --
Ch. 12. Identification of Risk Factors --
Ch. 13. Sources of Risk --
Ch. 14. Hedging Linear Risk --
Ch. 15. Nonlinear Risk: Options --
Ch. 16. Modeling Risk Factors --
Ch. 17. VAR Methods --
pt. IV. Credit Risk Management --
Ch. 18. Introduction to Credit Risk --
Ch. 19. Measuring Actuarial Default Risk --
Ch. 20. Measuring Default Risk from Market Prices --
Ch. 21. Credit Exposure --
Ch. 22. Credit Derivatives --
Ch. 23. Managing Credit Risk --
pt. V. Operational and Integrated Risk Management --
Ch. 24. Operational Risk --
Ch. 25. Risk Capital and RAROC --
Ch. 26. Best Practices Reports --
Ch. 27. Firmwide Risk Management --
pt. VI. Legal, Accounting, and Task Risk Management --
Ch. 28. Legal Issues --
Ch. 29. Accounting and Tax Issues --
pt. VII. Regulation and Compliance --
Ch. 30. Regulation of Financial Institutions --
Ch. 31. The Basel Accord --
Ch. 32. The Basel Market Risk Charges.
Responsibility: Philippe Jorion.

Abstract:

This handbook is the instructor's guide for the Financial Risk Management exam and a learning guide for in-house training programmes and university courses focused on financial risk management.  Read more...

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   schema:reviewBody ""This definitive guide supports candidates studying for GARP's annual FRM exam and prepares you to assess and control risk in today's rapidly changing financial world. Financial Risk Manager Handbook, Second Edition summarizes the core body of knowledge for financial risk managers, covering such topics as quantitative methods, capital markets, as well as credit, operational, market, and integrated risk management. It also discusses relevant regulatory, legal, and accounting issues essential to risk professionals."--Jacket." ;
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