Financial risk manager handbook plus test bank FRM Part I/Part II
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. Presented in a clear and consistent fashion, this completely updated Sixth Edition, mirrors...
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| Format: | eBook |
| Language: | English |
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Hoboken, N.J.
John Wiley & Sons
2011
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| Edition: | 6th ed |
| Series: | Wiley finance
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| Subjects: | |
| Online Access: | |
| Collection: | O'Reilly - Collection details see MPG.ReNa |
Table of Contents:
- Includes bibliographical references and index
- Foundations of risk management. Risk management
- Quantitative analysis. Fundamentals of probability
- Fundamentals of statistics
- Monte Carlo methods
- Modeling risk factors
- Financial markets and products. Bond fundamentals
- Introduction to derivatives
- Option markets
- Fixed-income securities
- Fixed-income derivatives
- Equity, currency, and commodity markets
- Valuation and risk models. Introduction to risk models
- Managing linear risk
- Nonlinear (option) risk models
- Market risk management. Advanced risk models : univariate
- Advanced risk models : multivariate
- Managing volatility risk
- Mortgage-backed securities risk
- Credit risk management. Introduction to credit risk
- Measuring actuarial default risk
- Measuring default risk from market prices
- Credit exposure
- Credit derivatives and structured products
- Managing credit risk
- Operational and integrated risk management. Operational risk
- Liquidity risk
- Firmwide risk management
- The Basel Accord
- Investment risk management. Portfolio risk management
- Hedge fund risk management