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Klappentext The Financial Risk Management Exam (FRM Exam) is a test given annually in November to risk professionals who want to earn FRM(r) certification. The Global Association of Risk Professionals has developed the exam and supports exam instruction by publishing the Financial Risk Manager Handbook! authored by Philippe Jorion. Every year! GARP organizes the exam and the FRM(r) Certificate Program! whose goal is to establish an industry standard of minimum professional competence in the field. The examination is fast becoming an essential requirement for risk managers all over the world. The goal is to make The FRM Handbook the definitive instructor's guide for the exam and learning guide among in-house training programs and university courses focused on financial risk management. Inhaltsverzeichnis Preface.Introduction.Part One: Quantitative Analysis.Chapter 1: Bond Fundamentals.Chapter 2: Fundamentals of Probability.Chapter 3: Fundamentals of Statistics.Chapter 4: Monte Carlo Methods.Part Two: Capital Markets.Chapter 5: Introduction to Derivatives.Chapter 6: Options.Chapter 7: Fixed-Income Securities.Chapter 8: Fixed-Income Derivatives.Chapter 9: Equity! Currency! and Commodity Markets.Part Three: Market Risk Management.Chapter 10: Introduction to Market Risk.Chapter 11: Sources of Market Risk.Chapter 12: Hedging Linear Risk.Chapter 13: Nonlinear Risk: Options.Chapter 14: Modeling Risk Factors.Chapter 15: VAR Methods.Part Four: Investment Risk Management.Chapter 16: Portfolio Management.Chapter 17: Hedge Fund Risk Management.Part Five: Credit Risk Management.Chapter 18: Introduction to Credit Risk.Chapter 19: Measuring Actuarial Default Risk.Chapter 20: Measuring Default Risk from Market Prices.Chapter 21: Credit Exposure.Chapter 22: Credit Derivative and Structured Products.Chapter 23: Managing Credit Risk.Part Six: Legal! Operational and Integrated Risk Management.Chapter 24: Operational Risk.Chapter 25: Liquidity Risk.Chapter 26: Firm-Wide Risk Management.Chapter 27: Legal Issues.Part Seven: Regulation and Compliance.Chapter 28: Regulation of Financial Institutions.Chapter 29: The Basel Accord.Chapter 30: The Basel Market Risk Charge.About the CD-ROM.Index. ...
