Normal view
MARC view
Financial risk manager handbook / Philippe Jorion.
Series: Wiley finance series | Risk management libraryPublication details: Hoboken, NJ : Wiley, c2009.Edition: 5th edDescription: xvi, 734 p. : ill. ; 28 cm. + 1 CD-ROM (4 3/4 in.)Content type:- text
- unmediated
- volume
- 9780470479612 (pbk.) :
- 0470479612 (pbk.) :
- HD61 .J67 2009
Contents:
Pt. 1. Quantitative Analysis -- Ch. 1. Bond Fundamentals -- Ch. 2. Fundamentals of Probability -- Ch. 3. Fundamentals of Statistics -- Ch. 4. Monte Carlo Methods -- Pt. 2. Capital Markets -- Ch. 5. Introduction to Derivatives -- Ch. 6. Options -- Ch. 7. Fixed-Income Securities -- Ch. 8. Fixed-Income Derivatives -- Ch. 9. Equity, Currency, and Commodity Markets -- Pt. 3. Market Risk Management -- Ch. 10. Introduction to Market Risk -- Ch. 11. Sources of Market Risk -- Ch. 12. Hedging Linear Risk -- Ch. 13. Nonlinear Risk: Options -- Ch. 14. Modeling Risk Factors -- Ch. 15. VAR Methods -- Pt. 4. Investment Risk Management -- Ch. 16. Portfolio Management -- Ch. 17. Hedge Fund Risk Management -- Pt. 5. Credit Risk Management -- Ch. 18. Introduction to Credit Risk -- Ch. 19. Measuring Actuarial Default Risk -- Ch. 20. Measuring Default Risk from Market Prices -- Ch. 21. Credit Exposure -- Ch. 22. Credit Derivative and Structured Products -- Ch. 23. Managing Credit Risk -- Pt. 6. Legal, Operational and Integrated Risk Management -- Ch. 24. Operational Risk -- Ch. 25. Liquidity Risk -- Ch. 26. Firm-Wide Risk Management -- Ch. 27. Legal Issues -- Pt. 7. Regulation and Compliance -- Ch. 28. Regulation of Financial Institutions -- Ch. 29. The Basel Accord -- Ch. 30. The Basel Market Risk Charge
| Item type | Current library | Home library | Shelving location | Call number | Materials specified | Status | Barcode | |
|---|---|---|---|---|---|---|---|---|
Books
|
American University in Dubai | American University in Dubai | Main Collection | HD 61 .J67 2009 (Browse shelf(Opens below)) | Copy Type:01 - Books | Available | 602991 |
Browsing American University in Dubai shelves, Shelving location: Main Collection Close shelf browser (Hides shelf browser)
| HD 61 .G54 2000 Risk : the new management imperative in finance / | HD 61 .H345 2009 Harvard business review on managing external risk. | HD 61 .H567 2012 Fundamentals of risk management : understanding evaluating and implementing effective risk management / | HD 61 .J67 2009 Financial risk manager handbook / | HD 61 .L43 2010 Learning from catastrophes : strategies for reaction and response / | HD 61 .L486 2012 The fundamental rules of risk management / | HD 61 .M67 2011 Understanding and managing model risk : a practical guide for quants, traders and validators / |
Includes index.
"Sample FRM review test CD included"_cover.
Pt. 1. Quantitative Analysis -- Ch. 1. Bond Fundamentals -- Ch. 2. Fundamentals of Probability -- Ch. 3. Fundamentals of Statistics -- Ch. 4. Monte Carlo Methods -- Pt. 2. Capital Markets -- Ch. 5. Introduction to Derivatives -- Ch. 6. Options -- Ch. 7. Fixed-Income Securities -- Ch. 8. Fixed-Income Derivatives -- Ch. 9. Equity, Currency, and Commodity Markets -- Pt. 3. Market Risk Management -- Ch. 10. Introduction to Market Risk -- Ch. 11. Sources of Market Risk -- Ch. 12. Hedging Linear Risk -- Ch. 13. Nonlinear Risk: Options -- Ch. 14. Modeling Risk Factors -- Ch. 15. VAR Methods -- Pt. 4. Investment Risk Management -- Ch. 16. Portfolio Management -- Ch. 17. Hedge Fund Risk Management -- Pt. 5. Credit Risk Management -- Ch. 18. Introduction to Credit Risk -- Ch. 19. Measuring Actuarial Default Risk -- Ch. 20. Measuring Default Risk from Market Prices -- Ch. 21. Credit Exposure -- Ch. 22. Credit Derivative and Structured Products -- Ch. 23. Managing Credit Risk -- Pt. 6. Legal, Operational and Integrated Risk Management -- Ch. 24. Operational Risk -- Ch. 25. Liquidity Risk -- Ch. 26. Firm-Wide Risk Management -- Ch. 27. Legal Issues -- Pt. 7. Regulation and Compliance -- Ch. 28. Regulation of Financial Institutions -- Ch. 29. The Basel Accord -- Ch. 30. The Basel Market Risk Charge
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