Book description
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 recent updates to the new two-level Financial Risk Manager (FRM) exam, and is fully supported by GARP as the trusted way to prepare for the rigorous and renowned FRM certification. This valuable new edition includes an exclusive collection of interactive multiple-choice questions from recent FRM exams.
Financial Risk Manager Handbook, Sixth Edition supports candidates studying for the Global Association of Risk Professional's (GARP) annual FRM exam and prepares you to assess and control risk in today's rapidly changing financial world. Authored by renowned risk management expert Philippe Jorion, with the full support of GARP, this definitive guide summarizes the core body of knowledge for financial risk managers.
Offers valuable insights on managing market, credit, operational, and liquidity risk
Examines the importance of structured products, futures, options, and other derivative instruments
Contains new material on extreme value theory, techniques in operational risk management, and corporate risk management
Financial Risk Manager Handbook is the most comprehensive guide on this subject, and will help you stay current on best practices in this evolving field. The FRM Handbook is the official reference book for GARP's FRM certification program.
Find companion materials to applicable Wiley titles athttp://booksupport.wiley.com
Table of contents
- Cover
- Series
- Title Page
- Copyright
- Preface
- About the Author
- About GARP
- Introduction
- Part One: Foundations of Risk Management
-
Part Two: Quantitative Analysis
-
Chapter 2: Fundamentals of Probability
- 2.1 CHARACTERIZING RANDOM VARIABLES
- 2.2 MULTIVARIATE DISTRIBUTION FUNCTIONS
- 2.3 FUNCTIONS OF RANDOM VARIABLES
- 2.4 IMPORTANT DISTRIBUTION FUNCTIONS
- 2.5 DISTRIBUTION OF AVERAGES
- 2.6 IMPORTANT FORMULAS
- 2.7 ANSWERS TO CHAPTER EXAMPLES
- 2.8 APPENDIX A: REVIEW OF MATRIX MULTIPLICATION
- 2.9 APPENDIX B: NORMAL DISTRIBUTION
- Chapter 3: Fundamentals of Statistics
- Chapter 4: Monte Carlo Methods
- Chapter 5: Modeling Risk Factors
-
Chapter 2: Fundamentals of Probability
- Part Three: Financial Markets and Products
- Part Four: Valuation and Risk Models
- Part Five: Market Risk Management
- Part Six: Credit Risk Management
- Part Seven: Operational and Integrated Risk Management
- Part Eight: Investment Risk Management
- Index
- FRM Test Bank
Product information
- Title: Financial Risk Manager Handbook + Test Bank: FRM Part I / Part II, 6th Edition
- Author(s):
- Release date: December 2010
- Publisher(s): Wiley
- ISBN: 9780470904015
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