Financial risk manager handbook 2001-2002
著者
書誌事項
Financial risk manager handbook 2001-2002
Wiley, c2001
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注記
"GARP"
"Wiley finance"--Cover
Includes index
内容説明・目次
内容説明
The Financial Risk Management Exam (FRM Exam), developed and organized by The Global Association of Risk Professionals, is given annually in November to risk professionals who want to earn FRM certification. The FRM Certificate Program's goal is to establish an industry standard of minimum professional competence in the field. The examination is fast becoming an essential requirement for risk managers all over the world. The "FRM Handbook" is the instructor's guide for the exam and learning guide among in-house training programmes and university courses focused on financial risk management.
目次
- Acknowledgments
- Introduction
- QUANTITATIVE ANALYSIS
- Bond Fundamentals
- Fundamentals of Probability
- Fundamentals of Statistics
- Monte Carlo Methods
- CAPITAL MARKETS
- Introduction to Derivatives
- Options
- Fixed-Income Securities
- Fixed-Income Derivatives
- Equity Markets
- Currencies and Commodities Markets
- MARKET RISK MANAGEMENT
- Introduction to Market Risk Measurement
- Identification of Risk Factors
- Sources of Risk
- Hedging Linear Risk
- Non-Linear Risk: Options
- Modeling Risk Factors
- VAR Methods
- CREDIT RISK MANAGEMENT
- Introduction to Credit Risk
- Measuring Actuarial Default Risk
- Measuring Default Risk from Market Prices
- Credit Exposure
- Credit Derivatives
- Managing Credit Risk
- OPERATIONAL AND INTEGRATED RISK MANAGEMENT
- Operational Risk
- Risk Capital and RAROC
- Best Practices Reports
- Firmwide Risk Management
- LEGAL, ACCOUNTING, AND TAX RISK MANAGEMENT
- Legal Issues
- Accounting and Tax Issues
- REGULATION AND COMPLIANCE
- Regulation of Financial Institutions
- The Basel Accord
- The Basel Market Risk Charges
- Index.
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