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FRM HANDBOOK 5TH清晰版本(免费)

文件格式:Pdf 可复制性:可复制 TAG标签: FRM handbook 点击次数: 更新时间:2010-06-09 16:23
介绍

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.

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