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| ◇ Financial Risk Manager Handbook ◇ |
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| 類別 |
Financial Management |
| 定價 |
2500 元
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年份 |
2005 |
| 書碼 |
E062 |
ISBN |
0471706299 |
| 作者 |
Jorion |
譯者 |
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| 版次 |
第3版 |
裝訂 |
平裝 |
| 優惠價 |
2250 元
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| 教學配件 |
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An essential guide to financial risk management and the best way to ace the GARP FRM(r) Exam
The Financial Risk Management Exam (FRM Exam) is given by the Global Association of Risk Professionals (GARP) annually in November for risk professionals who want to earn FRM certification. Written with the full support of GARP and providing questions and solutions from previous exams, this is the definitive guide for those preparing to take the FRM Exam as well as a valued working reference for risk professionals.
Phillipe Jorion, PhD, MBA (Irvine, CA), is a Professor of Finance at the Graduate School of Management at UC Irvine. The Global Association of Risk Professionals (GARP) oversees the FRM(r) Certification Program and is the leading association for risk professionals, with over 38,000 members worldwide. |
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Part I: Quantitative Analysis
Ch1 Bond Fundamentals
Ch2 Fundamentals of Probability
Ch3 Fundamentals of Statistics
Ch4 Monte Carlo Methods
Part II: Capital Markets
Ch5 Introduction to Derivatives
Ch6 Options
Ch7 Fixed-Income Securities
Ch8 Fixed-Income Derivatives
Ch9 Equity, Currency, and Commodity Markets
Part III: Market Risk Management
Ch10 Introduction to Market Risk Measurement
Ch11 Sources of Market Risk
Ch12 Hedging Linear Risk
Ch13 Norlinear Risk: Option
Ch14 Modeling Risk Factors
Ch15 VAR Methods
Part IV: Investment and Risk Management
Ch16 Portfolio Management
Ch17 Hedge Fund Risk Management
Part V: Credit Risk Management
Ch18 Intriduction to Credit Risk
Ch19 Measuring Actuarial Default Risk
Ch20 Measuring Default Risk from Market Prices
Ch21 Credit Exposure
Ch22 Credit Derivatives
Ch23 Managing Credit Risk
Part VI: Operational and Integrated Risk Management
Ch24 Operational Risk
Ch25 Risk Capital and RAROC
Ch26 Best Practices Reports
Ch27 Firm-Wide Risk Management
Part VII:Legal, Accounting, and Tax Risk Management
Ch28 Legal Issues
Ch29 Accounting and Tax Issures
Part VIII: Regulation and Compliance
Ch30 Regulation of Fuanacial Institutions
Ch31 The Basel Accord
Ch32 The Basel Market Risk Charges |
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PHILIPPE JORION is Professor of Finance at the Graduate School of Management at the University of California at Irvine. 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 eighty publications—directed towards academics and practitioners—on the topic of risk management and international finance. He is Editor of the Journal of Risk and is on the editorial board of a number of other financial journals. He has won the Smith Breeden Prize for research, the William F. Sharpe Award for Scholarship in Financial Research, and the Graham and Dodd Scroll Award. He has written the first and second editions of Financial Risk Manager Handbook, 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. |
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| 作者 Jorion |
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