|
" Financial risk manager handbook / "
Philippe Jorion.
| Document Type
|
:
|
BL
|
| Record Number
|
:
|
986517
|
| Doc. No
|
:
|
b740887
|
| Main Entry
|
:
|
Jorion, Philippe,1955-
|
| Title & Author
|
:
|
Financial risk manager handbook /\ Philippe Jorion.
|
| Edition Statement
|
:
|
5th ed.
|
| Publication Statement
|
:
|
Hoboken, N.J. :: Wiley,, ©2009.
|
| Series Statement
|
:
|
Risk management library
|
|
|
:
|
Wiley finance
|
| Page. NO
|
:
|
xvi, 734 pages :: illustrations ;; 28 cm ++ 1 CD-ROM (4 3/4 in.).
|
| ISBN
|
:
|
0470479612
|
|
|
:
|
: 9780470479612
|
| Notes
|
:
|
Includes index.
|
| Bibliographies/Indexes
|
:
|
Incluye referencias bibliográficas e índice.
|
| Contents
|
:
|
Ch. 1. Bond fundamentals -- ch. 2. Fundamentals of probability -- ch. 3. Fundamentals of statistics -- ch. 4. Monte Carlo methods -- ch. 6. Options -- ch. 7. Fixed-income securities -- ch. 8. Fixed-income derivatives -- ch. 9. Equity, currency, and commodity markets -- 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 -- 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 derivatives 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.
|
| Abstract
|
:
|
Contains advice and information on market, credit, operational, liquidity and integrated risk management. Provides a handbook for training programmes, professors and graduate students. Includes a CD-Rom with multiple choice questions for students preparing for the Global Association of Risk Professional's Financial Risk Manager exam.
|
| Subject
|
:
|
Corporations-- Finance.
|
| Subject
|
:
|
Financial risk management.
|
| Subject
|
:
|
Risk management.
|
| Subject
|
:
|
Corporations-- Finance.
|
| Subject
|
:
|
Financial risk management.
|
| Subject
|
:
|
Kapitalmarkt
|
| Subject
|
:
|
Risikomanagement
|
| Subject
|
:
|
Risk management.
|
| Dewey Classification
|
:
|
658.15/5
|
| LC Classification
|
:
|
HD61.J67 2009
|
| NLM classification
|
:
|
83.50bcl
|
|
|
:
|
85.06bcl
|
|
|
:
|
85.30bcl
|
|
|
:
|
QK 300rvk
|
|
|
:
|
QK 600rvk
|
|
|
:
|
QK 620rvk
|
|
|
:
|
QP 360rvk
|
|
|
:
|
WIR 175fstub
|
| |