Financial Risk Manager Handbook plus Test Bank: FRM Part I/Part II, Sixth Edition
- 13h 15m
- Philippe Jorion
- John Wiley & Sons (US)
- 2011
The essential reference for financial risk management
Filled with in-depth insights and practical advice, the Financial Risk Manager Handbook is the core text for risk management training programs worldwide. Presented in a clear and consistent fashion, this completely updated Sixth Edition, mirrors recent updates to the new two-level Financial Risk Manager (FRM) exam, and is fully supported by GARP as the trusted way to prepare for the rigorous and renowned FRM certification. This valuable new edition includes an exclusive collection of interactive multiple-choice questions from recent FRM exams.
Financial Risk Manager Handbook, Sixth Edition supports candidates studying for the Global Association of Risk Professional's (GARP) annual FRM exam and prepares you to assess and control risk in today's rapidly changing financial world. Authored by renowned risk management expert Philippe Jorion, with the full support of GARP, this definitive guide summarizes the core body of knowledge for financial risk managers.
- Offers valuable insights on managing market, credit, operational, and liquidity risk
- Examines the importance of structured products, futures, options, and other derivative instruments
- Contains new material on extreme value theory, techniques in operational risk management, and corporate risk management
Financial Risk Manager Handbook is the most comprehensive guide on this subject, and will help you stay current on best practices in this evolving field. The FRM Handbook is the official reference book for GARP's FRM certification program.
About the Author
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 publications—directed towards academics and practitioners—on 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.
In this Book
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About GARP
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Introduction
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Risk Management
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Fundamentals of Probability
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Fundamentals of Statistics
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Monte Carlo Methods
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Modeling Risk Factors
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Bond Fundamentals
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Introduction to Derivatives
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Option Markets
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Fixed-Income Securities
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Fixed-Income Derivatives
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Equity, Currency, and Commodity Markets
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Introduction to Risk Models
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Managing Linear Risk
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Nonlinear (Option) Risk Models
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Advanced Risk Models—Univariate
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Advanced Risk Models—Multivariate
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Managing Volatility Risk
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Mortgage-Backed Securities Risk
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Introduction to Credit Risk
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Measuring Actuarial Default Risk
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Measuring Default Risk from Market Prices
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Credit Exposure
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Credit Derivatives and Structured Products
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Managing Credit Risk
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Operational Risk
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Liquidity Risk
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Firmwide Risk Management
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The Basel Accord
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Portfolio Risk Management
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Hedge Fund Risk Management
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