Financial Risk Manager Handbook: FRM Part I / Part II

Front Cover
John Wiley & Sons, Dec 28, 2010 - Business & Economics - 816 pages
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.

 

Selected pages

Contents

Introduction
Risk Management
Fundamentals of Probability
Monte Carlo Methods
Modeling Risk Factors
Bond Fundamentals
Introduction to Derivatives
Option Markets
Managing Volatility Risk
MortgageBacked Securities Risk
Measuring Actuarial Default Risk
Measuring Default Risk from Market
Fundamentals of Statistics
Credit Exposure
Credit Derivatives and Structured
Managing Credit Risk

FixedIncome Securities
FixedIncome Derivatives
Equity Currency and Commodity
Managing Linear Risk
Introduction to Risk Models
Nonlinear Option Risk Models
Advanced Risk Models Univariate
Advanced Risk Models Multivariate
Operational Risk
Liquidity Risk
Firmwide Risk Management
The Basel Accord
Portfolio Risk Management
Hedge Fund Risk Management
Copyright

Other editions - View all

Financial Risk Manager Handbook: FRM Part I /, Part 2
Philippe Jorion,GARP (Global Association of Risk Professionals)
No preview available - 2010
Financial Risk Manager Handbook: FRM Part I /, Part 2
Philippe Jorion,GARP (Global Association of Risk Professionals)
No preview available - 2010
Financial Risk Manager Handbook: FRM Part I /, Part 2
Philippe Jorion,GARP (Global Association of Risk Professionals)
No preview available - 2010
View all »

Common terms and phrases

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About the author (2010)

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.

Bibliographic information

TitleFinancial Risk Manager Handbook: FRM Part I / Part II
Part 2 of Wiley Finance
AuthorsPhilippe Jorion, GARP (Global Association of Risk Professionals)
Edition6
PublisherJohn Wiley & Sons, 2010
ISBN1118017919, 9781118017913
Length816 pages
Subjects ›  › 

Business & Economics / Accounting / General
Business & Economics / Finance / General
Business & Economics / General
  
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