FRM Part I Book 4: Valuation and risk models (2013 SchweserNotes)
Kaplan, Inc., 2013. — 328 p. — ISBN 978-1-4277-4473-9The fourth in the eight books set designed to prepare for the GARP FRM Exam (2013 year).Contents
Measures of financial risk
Quantifying volatility in VaR models
Putting VaR to work
Binominal trees
The Black-Scholes-Merton Model
The Greek letters
Prices, Discount Factors and Arbitrage
Spot, Forward and Par rates
Returns, Spreads and Yields
One-Factor Risk Metrics and Hedges
Multi-Factor Risk Metrics and Hedges
Empirical Approaches to Risk Metrics and Hedges
Country Risk models
External and Internal Ratings
Loan Portfolios and Extended Loss
Unexpected Loss
Operational risk
Stress testing
Principles for sound stress testing practices and supervision
Measures of financial risk
Quantifying volatility in VaR models
Putting VaR to work
Binominal trees
The Black-Scholes-Merton Model
The Greek letters
Prices, Discount Factors and Arbitrage
Spot, Forward and Par rates
Returns, Spreads and Yields
One-Factor Risk Metrics and Hedges
Multi-Factor Risk Metrics and Hedges
Empirical Approaches to Risk Metrics and Hedges
Country Risk models
External and Internal Ratings
Loan Portfolios and Extended Loss
Unexpected Loss
Operational risk
Stress testing
Principles for sound stress testing practices and supervision
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Jezik:
english
ISBN 10:
1427744734
ISBN 13:
9781427744739
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PDF, 18.37 MB
IPFS:
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