Financial Risk Manager Handbook: FRM Part I and Part II

Financial Risk Manager Handbook is the definitive book for risk management worldwide. This book is recommended by GARP as the textbook for study for the Financial Risk Manager (FRM) exam. This guide summarizes the core body of knowledge for financial risk managers.

The book covers important ground with respect to Risk Management that includes the foundations of risk management, quantitative analysis, financial markets and products, valuation risk models, market risk management, credit risk management, operational and integrated risk management and investment risk management.

The book is supplemented by an interactive Test Bank, which contains hundreds of multiple-choice questions from previous FRM exams.

Philippe Jorion is Professor of Finance at the School of Business at the University of California at Irvine.Dr. Jorion has authored more than a hundred publications on the topic of risk management and international finance. He is also a Managing Director in the Risk Management Group at Pacific Alternative Asset Management Company (PAAMCO), a global fund of hedge funds.

His other works are 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.

Buy this book from Amazon

This content is for paid members only.

Join our membership for lifelong unlimited access to all our data science learning content and resources.