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Financial risk manager handbook plus test bank : FRM Part I/Part II /
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
John Wiley & Sons,
©2011.
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| Edición: | 6th ed. |
| Colección: | Wiley finance series.
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| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- Foundations of risk management. Risk management
- Quantitative analysis. Fundamentals of probability
- Fundamentals of statistics
- Monte Carlo methods
- Modeling risk factors
- Financial markets and products. Bond fundamentals
- Introduction to derivatives
- Option markets
- Fixed-income securities
- Fixed-income derivatives
- Equity, currency, and commodity markets
- Valuation and risk models. Introduction to risk models
- Managing linear risk
- Nonlinear (option) risk models
- Market risk management. Advanced risk models : univariate
- Advanced risk models : multivariate
- Managing volatility risk
- Mortgage-backed securities risk
- Credit risk management. Introduction to credit risk
- Measuring actuarial default risk
- Measuring default risk from market prices
- Credit exposure
- Credit derivatives and structured products
- Managing credit risk
- Operational and integrated risk management. Operational risk
- Liquidity risk
- Firmwide risk management
- The Basel Accord
- Investment risk management. Portfolio risk management
- Hedge fund risk management.