Financial Risk Manager Handbook+ Test Bank, Sixth Edition: Frm? Part I/Part Ii 9780470904015

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  • 版 次:1
  • 页 数:798
  • 字 数:
  • 印刷时间:2010年12月01日
  • 开 本:16开
  • 纸 张:胶版纸
  • 包 装:平装
  • 是否套装:否
  • 国际标准书号ISBN:9780470904015
作者:GARP (Global Association of Risk Profess  著出版社:Wiley出版时间:2010年12月 
内容简介
The essential reference for financial risk management
  Filled with in-depth insights and practical advice, theFinancial Risk Manager Handbook is the core text for riskmanagement training programs worldwide. Presented in a clear andconsistent fashion, this completely updated Sixth Edition, mirrorsrecent updates to the new two-level Financial Risk Manager (FRM)exam, and is fully supported by GARP as the trusted way to preparefor the rigorous and renowned FRM® certification. Thisvaluable new edition includes an exclusive collection ofinteractive multiple-choice questions from recent FRM exams.
  Financial Risk Manager Handbook, Sixth Edition supportscandidates studying for the Global Association of RiskProfessional's (GARP) annual FRM® exam and prepares you toassess and control risk in today's rapidly changing financialworld. Authored by renowned risk management expert Philippe Jorion,with the full support of GARP, this definitive guide summarizes thecore body of knowledge for financial risk managers.
  Offers valuable insights on managing market, credit,operational, and liquidity risk
作者简介

  PHILIPPE JORION is Professor of Finance at the School of Business at the University of California at Irvine. He was also a professor at Columbia, Northwestern, the University of Chicago, and the University of British Columbia. 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 a hundred publications—directed towards academics and practitioners—on the topic of risk management and international finance. His work has received several prizes for research. Dr. Jorion has written the first five editions of Financial Risk Manager Handbook (Wiley), 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. He is also a Managing Director in the Risk Management Group at Pacific Alternative Asset Management Company (PAAMCO), a global fund of hedge funds.

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.

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