Financial Risk Manager Handbook + Test Bank：FRM Part I / Part II

作者: Philippe （菲利普·乔瑞）著 , GARP （Global Association of Risk Professionals）著

出版社: Wiley

出版时间: 2010-12

版次: 6

ISBN: 9780470904015

定价: 1767.10

装帧: 平装

开本: 16开

纸张: 胶版纸

页数: 800页

正文语种: 英语

分类: 外文古旧书>英文书>管理

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Filledwithin-depthinsightsandpracticaladvice,theFinancialRiskManagerHandbookisthecoretextforriskmanagementtrainingprogramsworldwide.Presentedinaclearandconsistentfashion,thiscompletelyupdatedSixthEdition,mirrorsrecentupdatestothenewtwo-levelFinancialRiskManager(FRM)exam,andisfullysupportedbyGARPasthetrustedwaytopreparefortherigorousandrenownedFRMcertification.Thisvaluableneweditionincludesanexclusivecollectionofinteractivemultiple-choicequestionsfromrecentFRMexams.

FinancialRiskManagerHandbook,SixthEditionsupportscandidatesstudyingfortheGlobalAssociationofRiskProfessional's(GARP)annualFRMexamandpreparesyoutoassessandcontrolriskintoday'srapidlychangingfinancialworld.AuthoredbyrenownedriskmanagementexpertPhilippeJorion,withthefullsupportofGARP,thisdefinitiveguidesummarizesthecorebodyofknowledgeforfinancialriskmanagers.

Offersvaluableinsightsonmanagingmarket,credit,operational,andliquidityrisk.

Examinestheimportanceofstructuredproducts,futures,options,andotherderivativeinstruments.

Containsnewmaterialonextremevaluetheory,techniquesinoperationalriskmanagement,andcorporateriskmanagement.

FinancialRiskManagerHandbookisthemostcomprehensiveguideonthissubject,andwillhelpyoustaycurrentonbestpracticesinthisevolvingfield.TheFRMHandbookistheofficialreferencebookforGARP'sFRMcertificationprogram. PHILIPPEJORIONisProfessorofFinanceattheSchoolofBusinessattheUniversityofCaliforniaatIrvine.HewasalsoaprofessoratColumbia,Northwestern,theUniversityofChicago,andtheUniversityofBritishColumbia.HeholdsanMBAandaPhDfromtheUniversityofChicagoandadegreeinengineeringfromtheUniversityofBrussels.Dr.Jorionhasauthoredmorethanahundredpublications—directedtowardsacademicsandpractitioners—onthetopicofriskmanagementandinternationalfinance.Hisworkhasreceivedseveralprizesforresearch.Dr.JorionhaswrittenthefirstfiveeditionsofFinancialRiskManagerHandbook(Wiley),aswellasFinancialRiskManagement:DomesticandInternationalDimensions;BigBetsGoneBad:DerivativesandBankruptcyinOrangeCounty;andValueatRisk:TheNewBenchmarkforManagingFinancialRisk.HeisalsoaManagingDirectorintheRiskManagementGroupatPacificAlternativeAssetManagementCompany(PAAMCO),aglobalfundofhedgefunds. 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.
内容简介:
Filledwithin-depthinsightsandpracticaladvice,theFinancialRiskManagerHandbookisthecoretextforriskmanagementtrainingprogramsworldwide.Presentedinaclearandconsistentfashion,thiscompletelyupdatedSixthEdition,mirrorsrecentupdatestothenewtwo-levelFinancialRiskManager(FRM)exam,andisfullysupportedbyGARPasthetrustedwaytopreparefortherigorousandrenownedFRMcertification.Thisvaluableneweditionincludesanexclusivecollectionofinteractivemultiple-choicequestionsfromrecentFRMexams.

FinancialRiskManagerHandbook,SixthEditionsupportscandidatesstudyingfortheGlobalAssociationofRiskProfessional's(GARP)annualFRMexamandpreparesyoutoassessandcontrolriskintoday'srapidlychangingfinancialworld.AuthoredbyrenownedriskmanagementexpertPhilippeJorion,withthefullsupportofGARP,thisdefinitiveguidesummarizesthecorebodyofknowledgeforfinancialriskmanagers.

Offersvaluableinsightsonmanagingmarket,credit,operational,andliquidityrisk.

Examinestheimportanceofstructuredproducts,futures,options,andotherderivativeinstruments.

Containsnewmaterialonextremevaluetheory,techniquesinoperationalriskmanagement,andcorporateriskmanagement.

FinancialRiskManagerHandbookisthemostcomprehensiveguideonthissubject,andwillhelpyoustaycurrentonbestpracticesinthisevolvingfield.TheFRMHandbookistheofficialreferencebookforGARP'sFRMcertificationprogram.
作者简介:
PHILIPPEJORIONisProfessorofFinanceattheSchoolofBusinessattheUniversityofCaliforniaatIrvine.HewasalsoaprofessoratColumbia,Northwestern,theUniversityofChicago,andtheUniversityofBritishColumbia.HeholdsanMBAandaPhDfromtheUniversityofChicagoandadegreeinengineeringfromtheUniversityofBrussels.Dr.Jorionhasauthoredmorethanahundredpublications—directedtowardsacademicsandpractitioners—onthetopicofriskmanagementandinternationalfinance.Hisworkhasreceivedseveralprizesforresearch.Dr.JorionhaswrittenthefirstfiveeditionsofFinancialRiskManagerHandbook(Wiley),aswellasFinancialRiskManagement:DomesticandInternationalDimensions;BigBetsGoneBad:DerivativesandBankruptcyinOrangeCounty;andValueatRisk:TheNewBenchmarkforManagingFinancialRisk.HeisalsoaManagingDirectorintheRiskManagementGroupatPacificAlternativeAssetManagementCompany(PAAMCO),aglobalfundofhedgefunds.
目录:
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.