Detalles del Título
Detalles del Título

< Ant.
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Título Financial risk manager handbook plus test bank: FRM part I / part II. - Sexta edición.Libros / Impreso - Libros
Autor(es) Jorion, Philippe, 1955- (Autor)
Global Association of Risk Professionals (Autor Corporativo)
Publicación Hoboken, New Jersey : John Wiley & Sons, ©2011
Descripción Física xvi, 798 páginas : ilustraciones ; 28 cm.
Idioma Inglés;
Series Wiley finance series
ISBN 0470904011
Clasificación(es) 658.155
CONTABLE Y FINANCIERA
Materia(s) Administración del riesgo financiero; Administración de riesgos; Empresas - Finanzas;
Nota(s) "GARP."
Incluye índice
CONTENIDO: Introduction -- Foundations of Risk Management. Risk Management -- Quantitative Analysis. Fundamentals of Probability -- Fundamentals of Statistics -- Monte Carlo Methods -- Modeling Risk Factors -- Financial Markets and Products. Bond Fundamentals -- Introduction to Derivatives -- Option Markets -- Fixed-Income Securities -- Fixed-Income Derivatives -- Equity, Currency, and Commodity Markets -- Valuation and Risk Models. Introduction to Risk Models -- Managing Linear Risk -- Nonlinear (Option) Risk Models -- Market Risk Management. Advanced Risk Models: Univariate -- Advanced Risk Models: Multivariate -- Managing Volatility Risk -- Mortgage-Backed Securities Risk -- Credit Risk Management -- Introduction to Credit Risk -- Measuring Actuarial Default Risk -- Measuring Default Risk from Market Prices -- Credit Exposure -- Credit Derivatives and Structured Products -- Managing Credit Risk -- Operational and Integrated Risk Management. Operational Risk -- Liquidity Risk -- Firmwide Risk Management -- The Basel Accord -- Investment Risk Management. Portfolio Risk Management -- Hedge Fund Risk Management. Index.
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Disponibilidad
CodBarras Localización Piso Signatura Estado Categoría
102091Biblioteca Universidad Icesi2658.155/J82fDisponibleCol. General