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Download Financial Risk Management (FRM) Part I free book as pdf format

Financial Risk Management (FRM) Part I

Kaplan, Inc., 2015. — 328 p. — ISBN: 978-1-4754-3111-7The fourth in the eight books set designed to prepare for the GARP FRM Exam (2015 year).ContentsVaR Methods Quantifying Volatility in VaR Models Putting VaR to Work Measures of Financial RiskStress TestingPrinciples for Sound Stress Testing Practices and SupervisionBinomial TreesThe Black-Scholes-Merton Model Greek Letters Prices, Discount Factors, and Arbitrage Spot, Forward, and Par Rates Returns, Spreads, and Yields One-Factor Risk Metrics and HedgesMulti-Factor Risk Metrics and Hedges Assessing Country RiskCountry Risk Assessment in Practice External and Internal RatingsCapital Structure in Banks Operational RiskSelf-Test: Valuation and RiskModels Formulas This link for educational purpose only. Please remove file from your computer after familiarization.

Kaplan, Inc., 2015. — 328 p. — ISBN: 978-1-4754-3111-7The fourth in the eight books set designed to prepare for the GARP FRM Exam (2015 year).ContentsVaR Methods Quantifying Volatility in VaR Models Putting VaR to Work Measures of Financial RiskStress TestingPrinciples for Sound Stress Testing Practices and SupervisionBinomial TreesThe Black-Scholes-Merton Model Greek Letters Prices, Discount Factors, and Arbitrage Spot, Forward, and Par Rates Returns, Spreads, and Yields One-Factor Risk Metrics and HedgesMulti-Factor Risk Metrics and Hedges Assessing Country RiskCountry Risk Assessment in Practice External and Internal RatingsCapital Structure in Banks Operational RiskSelf-Test: Valuation and RiskModels Formulas

Book year:

Book pages: 301

ISBN: 86786786786

Book language: en

File size: 12.38 MB

File type: pdf

Published: 20 May 2021 - 17:00