Financial Risk Manager Handbook 2001-2002

by Philippe Jorion

The definitive guide to acing the GARP FRM Exam
The Financial Risk Management Exam (FRM Exam) was developed by the Global Association of Risk Professionals (GARP) as a means of establishing an industry standard of minimum professional competence in the field. It is given annually in November for risk professionals who want to earn FRM certification. Authored by renowned financial risk management guru Phillipe Jorion, with the full support of the GARP, this is the definitive instruction manual for those preparing to take the FRM Exam. With the help of questions (and solutions) taken from previous exams, Jorion coaches readers on quantitative methods, capital markets, and market credit, operational, and risk management concepts and assessment techniques. In addition to being the indispensable guide for those aspiring to FRM certification, Financial Risk Manager Handbook will also serve as a valued working reference for risk professionals.
Phillipe Jorion, PhD (Irvine, CA), is a Professor of Finance at the Graduate School of Management at UC Irvine. He has also taught at Columbia University, Northwestern University, the University of Chicago, and the University of British Columbia.

Genres: Finance

832 pages, Paperback

First published January 1, 2001

About the author

Philippe Jorion is Professor of Finance at The Paul Merage School of Business at the University of California at Irvine.

Reviews

[Elchin Jafarov · Rating 3 out of 5]

Very good range of covered topics, but the book clearly lacks examples and more detailed explanations of concepts. Good as a brief reference book, but not so if you start learning financial risk management.

[Rick · Rating 3 out of 5]

Poorly written. Some chapters start with practically no context before throwing you into an abyss of formulas. Others provide too much fat and not enough fact. It seemed like each chapter was written by a different experts and that they ran out of money to hire an editor at the end. Useful if you are training for the FRM exam, but that's about it. The practical knowledge is limited.

[Clare · Rating 2 out of 5]

Unfortunately riddled with errors and incomplete - there are large gaps. In the absence of an alternative text, however, Mr Jorion will continue to cash in on this book.

[John Ledesma]

Statistics are very helpful!