Handbook of Financial Risk Manager 5th version
Author:Philippe Jorion GARP
Copyright 2009 by Philippe Jorion, except for FRM sample question, which are copyright 1997-2009 by GARP. The FRM designation is a GARP trademark.
ISBN 978-0-470-47961-2
Contents:
Preface
About Author
About GARP
Introduction
Part One : Quantitative Analysis
Ch1 : Bond Fundamentals
Ch2 : Fundamentals of Probability
Ch3 : Fundamentals of Statistics
Ch4 : Monte Carlo Methods
Part Two : Capital Markets
Ch5 : Introduction of Derivatives
Ch6 : Options
Ch7 : Fixed-Income Securities
Ch8 : Fixed-Income Derivatives
Ch9 : Equity, Currency, and Commodity Markets
Part Three : Market Risk Mangement
Ch10 : Introduction to Market Risk
Ch11 : Source of Market Risk
Ch12 : Hedging Linear Risk
Ch13 : Nonlinear Risk : Options
Ch14 : Modeling Risk Factors
Ch15 : VAR Methods
Part Four : Investment Risk Management
Ch16 : Portfolio Management
Ch17 : Hedge Fund Risk Management
Part Five : Credit Risk Management
Ch18 : Introduction to Credit Risk
Ch19 : Measuring Acturial Default Risk
Ch20 : Measuring Default Risk from Market Prices
Ch21 : Credit Exposure
Ch22 : Credit Derivatives and Structural Products
Ch23 : Managing Credit Risk
Part Six : Legal , Operational, and Integrated Risk Management
Ch24 : Oprational Risk
Ch25 : Liquidity Risk
Ch26 : Firm-Wide Risk Management
Ch27 : Legal Issues
Part Seven : Regulation and Compliance
Ch28 : Regulation of Financial Institutions
Ch29 : The Basel Accord
Ch30 : The Basel Market Risk Charge
It's a useful textbook for preparing FRM. |