CHAPTER 18 Mortgage-Backed Securities Risk. CHAPTER 16 Advanced Risk Models: Multivariate. CHAPTER 15 Advanced Risk Models: Univariate. CHAPTER 14 Nonlinear (Option) Risk Models. CHAPTER 11 Equity, Currency, and Commodity Markets. PART THREE Financial Markets and Products. He is also a Managing Director in the Risk Management Group at Pacific Alternative Asset Management Company (PAAMCO), a global fund of hedge funds. 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. His work has received several prizes for research. Jorion has authored more than a hundred publications directed towards academics and practitioners on the topic of risk management and international finance. He holds an MBA and a PhD from the University of Chicago and a degree in engineering from the University of Brussels. He was also a professor at Columbia, Northwestern, the University of Chicago, and the University of British Columbia. PHILIPPE JORION is Professor of Finance at the School of Business at the University of California at Irvine. The FRM Handbook is the official reference book for GARP's FRM certification program. * 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. 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. 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. This valuable new edition includes an exclusive collection of interactive multiple-choice questions from recent FRM exams. 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. The sixth edition of Financial Risk Manager Handbook: Frm Part I / Part II was published by Wiley India Pvt Ltd in 2013, and is available in paperback.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. Some of the topics covered here are quantitative methods, new value theory, capital market, and risk management techniques in various spheres, like market, credit, operational, and integrated, as well as newer topics like corporate risk management. It includes important questions that were asked in previous years’ exams, and the answers to those questions are provided at the back of each chapter. Designed to be taught in universities as well as a self-training guide to smaller study groups, this book neatly charts out the study material for the FRM examination. This exam, which can earn a candidate the crucial FRM certification to work as a risk manager in the corporate circles, is designed to set a basic standard of professional competence for risk managers who earn this certification. John Wiley Financial Risk Manager Handbook by Philippe Jorionįinancial Risk Manager Handbook: Frm Part I / Part II by Philippe Jorion is a book useful for candidates of the Financial Risk Management (FRM) Exam conducted by the Global Association of Risk Professionals (GARP).
0 Comments
Leave a Reply. |
Details
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |