Book description
The essential reference for financial risk management
Filled with in-depth insights and practical advice, the Financial
Risk Manager Handbook is the core text for risk management
training programs worldwide. Presented in a clear and consistent
fashion, this completely updated Fifth Edition-which comes with
an interactive CD-ROM containing hundreds of multiple-choice questions
from previous FRM exams-is one of the best ways to prepare for the
Financial Risk Manager (FRM) exam.
Financial Risk Manager Handbook, Fifth Edition supports
candidates studying for the Global Association of Risk Professional's
(GARP) annual FRM exam and prepares you to assess and control risk in
today's rapidly changing financial world. Authored by renowned risk
management expert Philippe Jorion-with the full support of GARP-this
definitive guide summarizes the core body of knowledge for financial
risk managers.
- Offers valuable insights on managing market, credit,
operational, and liquidity risk
- Examines the importance of structured products, futures,
options, and other derivative instruments
- Identifies regulatory and legal issues
- Addresses investment management and hedge fund risk
Financial Risk Manager Handbook is the most comprehensive guide
on this subject, and will help you stay current on best practices in
this evolving field. The FRM Handbook is the official reference book
for GARP's FRM® certification program.
Note: CD-ROM/DVD and other supplementary materials are not
included as part of eBook file.
Philippe Jorion is Professor of Finance at the
Paul Merage School of Business at the University of California at
Irvine. He has also taught at Columbia, Northwestern, the University
of Chicago, and the University of British Columbia. He holds an MBA
and a PhD from the University of Chicago and a degree in engineering
from the University of Brussels. Dr. Jorion has authored more than
ninety publications-directed towards academics and practitioners-on
the topic of risk management and international finance. He is on the
editorial board of a number of financial journals and was editor of
the Journal of Risk. His work has received several prizes for
research. Dr. Jorion has written the first four editions of
Financial Risk Manager Handbook (Wiley), as well as
Financial Risk Management: Domestic and International
Dimensions; Big Bets Gone Bad: Derivatives and Bankruptcy in
Orange County; and Value at Risk: The New Benchmark for
Managing Financial Risk. He is also a managing director at
Pacific Alternative Asset Management Company (PAAMCO), a global fund
of hedge funds.
