000			01738nam a2200229 a 4500
001			30308
003			0000000000
005			20240411192455.0
008			190116n 000 0 eng d
020			_a9781269625623
245	1	0	_aFinancial risk manager FRM part II : market risk measurement and management.
250			_a3rd Custom Edition.
260			_aBoston, MA : _bPearson Learning Solutions, _c2014.
300			_axi, 335 p. ; _c28 cm.
505	0		_aEstimating market risk measures -- non-parametric approaches -- Appendix - modeling dependence : correlations and copulas -- Parametric approaches (II) : extreme value -- Backtesting VAR -- VAR mapping -- The best of both worlds -- Incorporating volatility updating into the historical simulation method for value-at-risk -- Messages from the academic literature on risk management for the trading book -- LIBOR vs. OIS : the derivatives discounting dilemma -- The science of term structure models -- The evolution of the short rates and the shape of the term structure -- The art of term structure models : drift -- The art of term structure models : volatility and distribution -- volatility smiles -- Exotic options -- Basic of residential mortgage backed securities -- Overview of mortgages and the consumer mortgage market -- Overview of the mortgage-backed securities market -- Techniques for valuing MBS.
650		7	_aCapital market. _2sears
650		7	_aCapital market. _2sears
650		7	_aRisk management. _2sears
700	1		_aGlobal Association of Risk Professionals.
999			_c6608 _d6608