Financial Risk Manager Handbook + Test Bank: FRM Part I / Part II

Preface
About the Author
About GARP
Introduction

PART ONE Foundations of Risk Management
1 Risk Management

PART TWO Quantitative Analysis
2 Fundamentals of Probability
3 Fundamentals of Statistics
4 Monte Carlo Methods
5 Modeling Risk Factors

PART THREE Financial Markets and Products
6 Bond Fundamentals
7 Introduction to Derivatives
8 Option Markets
9 Fixed-Income Securities
10 Fixed-Income Derivatives
11 Equity, Currency, and Commodity Markets

PART FOUR Valuation and Risk Models
12 Introduction to Risk Models
13 Managing Linear Risk
14 Nonlinear (Option) Risk Models

PART FIVE Market Risk Management
15 Advanced Risk Models: Univariate
16 Advanced Risk Models: Multivariate
17 Managing Volatility Risk
18 Mortgage-Backed Securities Risk

PART SIX Credit Risk Management
19 Introduction to Credit Risk
20 Measuring Actuarial Default Risk
21 Measuring Default Risk from Market Prices
22 Credit Exposure
23 Credit Derivatives and Structured Products
24 Managing Credit Risk

PART SEVEN Operational and Integrated Risk Management
25 Operational Risk
26 Liquidity Risk
27 Firmwide Risk Management
28 The Basel Accord

PART EIGHT Investment Risk Management
29 Portfolio Risk Management
30 Hedge Fund Risk Management

Index