Financial Risk Manager Handbook+ Test Bank, Sixth Edition: Frm？ Part I/Part II(ISBN=9780470904015) 下载 pdf 百度网盘 epub 免费 2025 电子书 mobi 在线

　　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.

Preface.

About the Author.

About GARP.

Introduction.

PART ONE Foundations of Risk Management.

　CHAPTER 1 Risk Management.

PART TWO Quantitative Analysis.

　CHAPTER 2 Fundamentals of Probability.

　CHAPTER 3 Fundamentals of Statistics.

　CHAPTER 4 Monte Carlo Methods.

　CHAPTER 5 Modeling Risk Factors.

PART THREE Financial Markets and Products.

　CHAPTER 6 Bond Fundamentals.

　CHAPTER 7 Introduction to Derivatives.

　CHAPTER 8 Option Markets.

　CHAPTER 9 Fixed-Income Securities.

　CHAPTER 10 Fixed-Income Derivatives.

　CHAPTER 11 Equity, Currency, and Commodity Markets.

PART FOUR Valuation and Risk Models.

　CHAPTER 12 Introduction to Risk Models.

　CHAPTER 13 Managing Linear Risk.

　CHAPTER 14 Nonlinear (Option) Risk Models.

PART FIVE Market Risk Management.

　CHAPTER 15 Advanced Risk Models: Univariate.

　CHAPTER 16 Advanced Risk Models: Multivariate.

　CHAPTER 17 Managing Volatility Risk.

　CHAPTER 18 Mortgage-Backed Securities Risk.

PART SIX Credit Risk Management.

　CHAPTER 19 Introduction to Credit Risk.

　CHAPTER 20 Measuring Actuarial Default Risk.

　CHAPTER 21 Measuring Default Risk from Market Prices.

　CHAPTER 22 Credit Exposure.

　CHAPTER 23 Credit Derivatives and Structured Products.

　CHAPTER 24 Managing Credit Risk.

PART SEVEN Operational and Integrated Risk Management.

　CHAPTER 25 Operational Risk.

　CHAPTER 26 Liquidity Risk.

　CHAPTER 27 Firmwide Risk Management.

　CHAPTER 28 The Basel Accord.

PART EIGHT Investment Risk Management.

　CHAPTER 29 Portfolio Risk Management.

　CHAPTER 30 Hedge Fund Risk Management.

Index.

　　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.

暂无出版社相关信息，正在全力查找中！

暂无相关书籍摘录，正在全力查找中！

在线阅读地址：Financial Risk Manager Handbook+ Test Bank, Sixth Edition: Frm？ Part I/Part II(ISBN=9780470904015)在线阅读

在线听书地址：Financial Risk Manager Handbook+ Test Bank, Sixth Edition: Frm？ Part I/Part II(ISBN=9780470904015)在线收听

在线购买地址：Financial Risk Manager Handbook+ Test Bank, Sixth Edition: Frm？ Part I/Part II(ISBN=9780470904015)在线购买

暂无原文赏析，正在全力查找中！

书籍介绍

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.