Financial risk manager (FRM) part I : valuation and risk management.
Financial risk manager (FRM) part I : valuation and risk management. - 2nd Custom Edition. - Boston, MA : Pearson Learning Solutions, 2012. - ix, 301 p. ; 28 cm.
Putting Var to work -- Extending the VAR approach to operational risks -- Binomial trees -- The Black-Scholes-Merton model -- The Greek letters -- Bond prices, discount factors, and arbitrage -- Bond prices, spot rates, and forward rates -- Yield-to-maturity -- One-factor measures of price sensitivity -- The rating agencies -- Country risk models -- External and internal ratings -- Loan portfolios and expected loss -- Unexpected loss -- Measures of financial risk -- Operational risk -- Stress testing -- Principles for sound stress testing practices and supervision.
9781256406747
Financial risk management.
Securities--Valuation.
Putting Var to work -- Extending the VAR approach to operational risks -- Binomial trees -- The Black-Scholes-Merton model -- The Greek letters -- Bond prices, discount factors, and arbitrage -- Bond prices, spot rates, and forward rates -- Yield-to-maturity -- One-factor measures of price sensitivity -- The rating agencies -- Country risk models -- External and internal ratings -- Loan portfolios and expected loss -- Unexpected loss -- Measures of financial risk -- Operational risk -- Stress testing -- Principles for sound stress testing practices and supervision.
9781256406747
Financial risk management.
Securities--Valuation.