عنوان

Financial risk manager handbook /

(Number (ISBN

0470479612

(Number (ISBN

9780470479612

Number

b740887

Title Proper

Financial risk manager handbook /

General Material Designation

[Book]

First Statement of Responsibility

Philippe Jorion.

Edition Statement

5th ed.

Place of Publication, Distribution, etc.

Hoboken, N.J. :

Name of Publisher, Distributor, etc.

Wiley,

Date of Publication, Distribution, etc.

©2009.

Specific Material Designation and Extent of Item

xvi, 734 pages :

Other Physical Details

illustrations ;

Dimensions

28 cm +

Accompanying Material

1 CD-ROM (4 3/4 in.).

Series Title

Risk management library

Series Title

Wiley finance

Text of Note

Includes index.

Text of Note

Incluye referencias bibliográficas e índice.

Text of Note

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.

0

Text of Note

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.

Corporations-- Finance.

Financial risk management.

Risk management.

Corporations-- Finance.

Financial risk management.

Kapitalmarkt

Risikomanagement

Risk management.

Number

005.52:005.334

Number

Edition

Class number

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System Code

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System Code

Jorion, Philippe,1955-

Date of Transaction

20201204015040.0

Electronic name

[Book]

Y