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Chapter: | 999 |
Page Range: | |
Total Pages: | 900 |
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Publication Year: | 2007 |
Language: | English |
Quantitative Level: | Intermediate | |
Keywords: | Quantitative analysis, market risk, credit risk, operational risk, risk management | |
Topics Covered: | Quantitative analysis, market risk, credit risk, operational risk, risk management | |
Reading Abstract: | *** IMPORTANT *** Please note that this is the electronic version of the FRM Handbook, 4th Edition and does NOT include the Sample Test CD. This document will be delivered as an encrypted PDF file that can be printed twice. To order a hard copy, please go to http://www.garpdigitallibrary.org/display/frmhandbook.asp | |
Reading Contents: | PART ONE Quantitative Analysis Chapter 1 Bond Fundamentals Chapter 2 Fundamentals of Probability Chapter 3 Fundamentals of Statistics Chapter 4 Monte Carlo Methods PART TWO Capital Markets Chapter 5 Introduction to Derivatives Chapter 6 Options Chapter 7 Fixed-Income Securities Chapter 8 Fixed-Income Derivatives Chapter 9 Equity, Currency, and Commodity Markets PART THREE Market Risk Management Chapter 10 Introduction to Market Risk Measurement Chapter 11 Sources of Market Risk Chapter 12 Hedging Linear Risk Chapter 13 Nonlinear Risk: Options Chapter 14 Modeling Risk Factors Chapter 15 VAR Methods PART FOUR Investment Risk Management Chapter 16 Portfolio Management Chapter 17 Hedge Fund Risk Management PART FIVE Credit Risk Management Chapter 18 Introduction to Credit Risk Chapter 19 Measuring Actuarial Default Risk Chapter 20 Measuring Default Risk from Market Prices Chapter 21 Credit Exposure Chapter 22 Credit Derivatives and Structured Products Chapter 23 Managing Credit Risk PART SIX Operational and Integrated Risk Management Chapter 24 Operational Risk Chapter 25 Risk Capital and RAROC Chapter 26 Firm-Wide Risk Management PART SEVEN Legal, Accounting, and Tax Risk Management Chapter 27 Legal Risk Chapter 28 Accounting and Tax Issues PART EIGHT Regulation and Compliance Chapter 29 Regulation of Financial Institutions Chapter 30 The Basel Accord Chapter 31 The Basel Market Risk Charge | |
Buy the Book: | If you are interested in purchasing the book, please click here. | |
Book Review: | Risk professionals looking to earn the Financial Risk Management (FRM®) certification, corporate training programs, professors, and graduate students all rely on the Financial Risk Manager Handbook for the most comprehensive and up-to-date information on financial risk management. Filled with in-depth insight 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 Fourth Edition is one of the best ways to prepare for the Financial Risk Manager (FRM) exam. Financial Risk Manager Handbook, Fourth 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, covering such topics as: • Quantitative methods • Capital markets • Credit, operational, market, and integrated risk management • Investment management and hedge fund risk • Relevant regulatory, legal, and accounting issues essential to risk professionals | |
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