Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: Preface. Introduction. PART ONE: Quantitative Analysis. Chapter 1: Bond Fundamentals. 1.1 Discounting, Present, and Future Value. 1.2 Price-Yield Relationship. 1.3 Bond Price Derivatives. 1.4 Important Formulas. 1.5 Answers to Chapter Examples. Appendix: Applications of Infinite Series. 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 Limit Distributions. 2.6 Important Formulas. 2.7 Answers to Chapter Examples. Appendix: Review of Matrix Multiplication. Chapter 3: Fundamentals of Statistics. 3.1 Real Data. 3.2 Parameter Estimation. 3.3 Regression Analysis. 3.4 Important Formulas. 3.5 Answers to Chapter Examples. Chapter 4: Monte Carlo Methods. 4.1 Simulations with One Random Variable. 4.2 Implementing Simulations. 4.3 Multiple Sources of Risk. 4.4 Important Formulas. 4.5 Answers to Chapter Examples. PART TWO: Capital Markets. Chapter 5: Introduction to Derivatives. 5.1 Overview of Derivatives Markets. 5.2 Forward Contracts. 5.3 Futures Contracts. 5.4 Swap Contracts. 5.5 Important Formulas. 5.6 Answers to Chapter Examples. Chapter 6: Options. 6.1 Option Payoffs. 6.2 Option Premiums. 6.3 Valuing Options. 6.4 Other Option Contracts. 6.5 Valuing Options by Numerical Methods. 6.6 Important Formulas. 6.7 Answers to Chapter Examples. Chapter 7: Fixed-Income Securities. 7.1 Overview of Debt Markets. 7.2 Fixed-Income Securities. 7.3 Analysis of Fixed-Income Securities. 7.4 Spot and Forward Rates. 7.5 Prepayment. 7.6 Securitization. 7.7 Important Formulas. 7.8 Answers to Chapter Examples. Chapter 8: Fixed-Income Derivatives. 8.1 Forward Contracts. 8.2 Futures. 8.3 Swaps. 8.4 Options. 8.5 Important Formulas. 8.6 Answers to Chapter Examples. Chapter 9: Equity, Currency, and Commodity Markets. 9.1 Equities. 9.2 Convertible Bonds and Warrants. 9.3 Equity Derivatives. 9.4 Currency Markets. 9.5 Currency Swaps. 9.6 Commodities. 9.7 Important Formulas. 9.8 Answers to Chapter Examples. PART THREE: Market Risk Management. CHAPTER 10: Introduction to Market Risk Measurement. 10.1 Introduction to Financial Market Risks. 10.2 VAR as a Downside Risk Measure. 10.3 VAR Parameters. 10.4 Elements of VAR Systems. 10.5 Stress-Testing. 10.6 Liquidity Risk. 10.7 Important Formulas. 10.8 Answers to Chapter Examples. Appendix: Desirable Properties for Risk Measures. CHAPTER 11: Sources of Market Risk. 11.1 Sources of Loss: A Decomposition. 11.2 Currency Risk. 11.3 Fixed-Income Risk. 11.4 Equity Risk. 11.5 Commodity Risk. 11.6 Risk Simplification. 11.7 Important Formulas. 11.8 Answers to Chapter Examples. Appendix: Simplification of the Covariance Matrix. CHAPTER 12: Hedging Linear Risk. 12.1 Introduction to Futures Hedging. 12.2 Optimal Hedging. 12.3 Applications of Optimal Hedging. 12.4 Important Formulas. 12.5 Answers to Chapter Examples. CHAPTER 13: Nonlinear Risk: Options. 13.1 Evaluating Options. 13.2 Option "Greeks". 13.3 Dynamic Hedging. 13.4 Important Formulas. 13.5 Answers to Chapte. Codice inventario libreria
Riassunto: An essential guide to financial risk management and the only way to get a great overview of the subjects covered in the GARP FRM Exam
The Financial Risk Management Exam (FRM Exam) is given by the Global Association of Risk Professionals (GARP) annually in November for risk professionals who want to earn FRM(r) certification. The Financial Risk Manager Handbook, Fourth Edition is the definitive guide for those preparing to take the FRM Exam as well as a valued working reference for risk professionals. Written with the full support of GARP, and containing questions and solutions from previous exams, this book is a valuable resource for professionals responsible for or associated with financial risk management.
Dal retro di copertina: The essential reference for financial risk management
Risk professionals looking to earn the Financial Risk Management (FRM®) certification, corporate training programs, professors, and graduate students all rely on the Financial Risk Manager Handbook for the most comprehensive and up-to-date information on financial risk management.
Filled with in-depth insight 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 Fourth Edition?which comes with an interactive CD-ROM containing hundreds of multiple choice questions from previous FRM exams?is one of the best ways to prepare for the Financial Risk Manager (FRM) exam.
Financial Risk Manager Handbook, Fourth 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, covering such topics as:
Credit, operational, market, and integrated risk management
Investment management and hedge fund risk
Relevant regulatory, legal, and accounting issues essential to risk professionals
The FRM is recognized as the world's most prestigious global certification program?created to measure a financial risk manager's capabilities. Since the FRM exam is an essential requirement for risk managers around the world, the Financial Risk Manager Handbook, Fourth Edition focuses on practical financial risk management techniques and solutions that are emphasized on the test?and are also essential in the real world. Questions from previous exams are explained through tutorials so that you may prepare yourself or your employees for this comprehensive exam and for the risk management challenges you will undoubtedly face at some point in your career.
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Descrizione libro Wiley, 2007. Paperback. Condizione libro: New. book. Codice libro della libreria 0470126302
Descrizione libro Wiley, 2007. Paperback. Condizione libro: New. 4. Codice libro della libreria DADAX0470126302
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