Financial Risk Manager handbook. FRM® Part I

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Auteur : JORION Philippe ; GARP

Editeur : WILEY

Date : 2011

Pages : 798

Cote : 131.45-JORIO

Mots Clés : THEORIE FINANCIERE ; RISQUE FINANCIER ; OBLIGATION ; MARCHE FINANCIER ; MARCHE DES CAPITAUX ; MARCHE DERIVE ; PROBABILITES ; STATISTIQUES FINANCIERES ; HEDGE FUNDS ; INVESTISSEMENT ; RISQUE DE CREDIT ; EXAMEN

Nbre d'exemplaires : 1

N°	Cote	Code barre	Commentaire
1			[disponible]

ISBN 13 : 978-0-470-90401-5

Sommaire : Contents

Introduction

Part 1. Foundations of Risk Management.
1. Risk Management.

Part 2. Quantitative Analysis.
2. Fundamentals of Probability.
3. Fundamentals of Statistics.
4. Monte Carlo Methods.
5. Modeling Risk Factors.

Part 3. Financial Markets and Products.
6. Bond Fundamentals.
7. Introduction to Derivatives.
8. Option Markets.
9. Fixed-Income Securities.
10. Fixed-Income Derivatives.
11. Equity, Currency, and Commodity Markets.

Part 4. Valuation and Risk Models.
12. Introduction to Risk Models.
13. Managing Linear Risk.
14. Nonlinear (Option) Risk Models.

Part 5. Market Risk Management.
15. Advanced Risk Models: Univariate.
16. Advanced Risk Models: Multivariate.
17. Managing Volatility Risk.
18. Mortgage-Backed Securities Risk.

Part 6. Credit Risk Management.
19. Introduction to Credit Risk.
20. Measuring Actuarial Default Risk.
21. Measuring Default Risk from Market Prices.
22. Credit Exposure.
23. Credit Derivatives and Structured Products.
24. Managing Credit Risk.

Part 7. Operational and Integrated Risk Management.
25. Operational Risk.
26. Liquidity Risk.
27. Firmwide Risk Management.
28. The Basel Accord.

Part 8. Investment Risk Management.
29. Portfolio Risk Management.
30. Hedge Fund Risk Management.

Index.