Philippe Jorion - Financial Risk Manager Handbook (4th Ed.)
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.
Table of Contents
- Provides support for candidates taking GARP’s FRM®exam, the globally accepted benchmark qualification for risk management practitioners.
- Provides the core knowledge for the FRM material in a systematic and consistent fashion, including questions from previous exams and solutions explained at the back of each chapter.
- Includes material on quantitative methods, capital markets, and market, credit, operational, and integrated risk management.New material on extreme value theory, new techniques in operational risk management, and corporate risk management.
- Outlines the essentials of financial risk managementin a manner ideal for use in university courses and in-house training programs.