{"product_id":"financial-risk-manager-handbook-test-bank-isbn-9780470904015","title":"Financial Risk Manager Handbook, + Test Bank","description":"\u003cb\u003eThe essential reference for financial risk management\u003c\/b\u003e  \u003cp\u003eFilled with in-depth insights and practical advice, the \u003ci\u003eFinancial Risk Manager Handbook\u003c\/i\u003e 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.\u003c\/p\u003e \u003cp\u003e\u003ci\u003eFinancial Risk Manager Handbook, Sixth Edition\u003c\/i\u003e 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.\u003c\/p\u003e \u003cul\u003e \u003cli\u003eOffers valuable insights on managing market, credit, operational, and liquidity risk\u003c\/li\u003e \u003cli\u003eExamines the importance of structured products, futures, options, and other derivative instruments\u003c\/li\u003e \u003cli\u003eContains new material on extreme value theory, techniques in operational risk management, and corporate risk management\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003e\u003ci\u003eFinancial Risk Manager Handbook\u003c\/i\u003e is the most comprehensive guide on this subject, and will help you stay current on best practices in this evolving field. The \u003ci\u003eFRM Handbook\u003c\/i\u003e is the official reference book for GARP's FRM certification program.\u003c\/p\u003e \u003cp\u003ePreface ix\u003c\/p\u003e \u003cp\u003eAbout the Author xi\u003c\/p\u003e \u003cp\u003eAbout GARP xiii\u003c\/p\u003e \u003cp\u003eIntroduction xv\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart One Foundations of Risk Management 1\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 1 Risk Management 3\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart Two Quantitative Analysis 25\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 2 Fundamentals of Probability 27\u003c\/p\u003e \u003cp\u003eChapter 3 Fundamentals of Statistics 61\u003c\/p\u003e \u003cp\u003eChapter 4 Monte Carlo Methods 83\u003c\/p\u003e \u003cp\u003eChapter 5 Modeling Risk Factors 103\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart Three Financial Markets and Products 125\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 6 Bond Fundamentals 127\u003c\/p\u003e \u003cp\u003eChapter 7 Introduction to Derivatives 157\u003c\/p\u003e \u003cp\u003eChapter 8 Option Markets 177\u003c\/p\u003e \u003cp\u003eChapter 9 Fixed-Income Securities 207\u003c\/p\u003e \u003cp\u003eChapter 10 Fixed-Income Derivatives 231\u003c\/p\u003e \u003cp\u003eChapter 11 Equity, Currency, and Commodity Markets 255\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart Four Valuation and Risk Models 281\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 12 Introduction to Risk Models 283\u003c\/p\u003e \u003cp\u003eChapter 13 Managing Linear Risk 311\u003c\/p\u003e \u003cp\u003eChapter 14 Nonlinear (Option) Risk Models 331\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart Five Market Risk Management 355\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 15 Advanced Risk Models: Univariate 357\u003c\/p\u003e \u003cp\u003eChapter 16 Advanced Risk Models: Multivariate 375\u003c\/p\u003e \u003cp\u003eChapter 17 Managing Volatility Risk 405\u003c\/p\u003e \u003cp\u003eChapter 18 Mortgage-Backed Securities Risk 427\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart Six Credit Risk Management 449\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 19 Introduction to Credit Risk 451\u003c\/p\u003e \u003cp\u003eChapter 20 Measuring Actuarial Default Risk 471\u003c\/p\u003e \u003cp\u003eChapter 21 Measuring Default Risk from Market Prices 501\u003c\/p\u003e \u003cp\u003eChapter 22 Credit Exposure 523\u003c\/p\u003e \u003cp\u003eChapter 23 Credit Derivatives and Structured Products 555\u003c\/p\u003e \u003cp\u003eChapter 24 Managing Credit Risk 587\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart Seven Operational and Integrated Risk Management 611\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 25 Operational Risk 613\u003c\/p\u003e \u003cp\u003eChapter 26 Liquidity Risk 639\u003c\/p\u003e \u003cp\u003eChapter 27 Firmwide Risk Management 657\u003c\/p\u003e \u003cp\u003eChapter 28 The Basel Accord 685\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart Eight Investment Risk Management 725\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 29 Portfolio Risk Management 727\u003c\/p\u003e \u003cp\u003eChapter 30 Hedge Fund Risk Management 749\u003c\/p\u003e \u003cp\u003eIndex 779\u003c\/p\u003e \u003cb\u003ePHILIPPE JORION\u003c\/b\u003e 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 \u003ci\u003eFinancial Risk Manager Handbook\u003c\/i\u003e (Wiley), as well as \u003ci\u003eFinancial Risk Management: Domestic and International Dimensions\u003c\/i\u003e; \u003ci\u003eBig Bets Gone Bad: Derivatives and Bankruptcy in Orange County\u003c\/i\u003e; and \u003ci\u003eValue at Risk: The New Benchmark for Managing Financial Risk\u003c\/i\u003e. He is also a Managing Director in the Risk Management Group at Pacific Alternative Asset Management Company (PAAMCO), a global fund of hedge funds.  \u003cb\u003eThe essential reference for financial risk management\u003c\/b\u003e  \u003cp\u003eRisk professionals looking to earn the Financial Risk Manager (FRM) certification, corporate training programs, professors, and graduate students all rely on the \u003ci\u003eFinancial Risk Manager Handbook\u003c\/i\u003e for the most comprehensive and up-to-date information on financial risk management.\u003c\/p\u003e \u003cp\u003eFilled with in-depth insight and practical advice, the \u003ci\u003eFinancial Risk Manager Handbook\u003c\/i\u003e is the core text for risk management training programs worldwide. Completely updated to address recent developments in financial markets—and reorganized to reflect the new two-part format of the Financial Risk Manager (FRM) exam—this Sixth Edition is essential to your understanding of one of the most important disciplines in finance.\u003c\/p\u003e \u003cp\u003e\u003ci\u003eFinancial Risk Manager Handbook\u003c\/i\u003e, Sixth Edition supports candidates studying for the Global Association of Risk Professional's (GARP) annual FRM exams and prepares you to assess and control risk in today's rapidly changing financial world. Supplemented by an interactive Test Bank—which contains hundreds of multiple-choice questions from previous FRM exams—this Handbook is a requirement for any risk professional's library.\u003c\/p\u003e \u003cp\u003eAuthored 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:\u003c\/p\u003e \u003cul\u003e \u003cli\u003e \u003cp\u003eMarket, credit, operational, and integrated risk management\u003c\/p\u003e \u003c\/li\u003e \u003cli\u003e \u003cp\u003eQuantitative methods\u003c\/p\u003e \u003c\/li\u003e \u003cli\u003e \u003cp\u003eAdvanced univariate and multivariate models, as well as advanced option models\u003c\/p\u003e \u003c\/li\u003e \u003cli\u003e \u003cp\u003eInvestment management and hedge fund risk\u003c\/p\u003e \u003c\/li\u003e \u003cli\u003e \u003cp\u003eRegulatory issues essential to risk professionals\u003c\/p\u003e \u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eThe 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 \u003ci\u003eFinancial Risk Manager Handbook\u003c\/i\u003e, Sixth 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.\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":47989212086501,"sku":"NP9780470904015","price":175.0,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/1842\/7735\/files\/9780470904015.jpg?v=1761783227","url":"https:\/\/k12savings.com\/es\/products\/financial-risk-manager-handbook-test-bank-isbn-9780470904015","provider":"K12savings","version":"1.0","type":"link"}