Global Association of Risk Professionals. Financial Risk Manager Exam 2013 Official Study Materials

США, Global Association of Risk Professionals, 2012 - 114 с.Тип: методические указания для кандидатов на экзамен FRMСостав:
2013 FRM Exam Study Guide - 18 с.
2013 FRM Exam Preparation Handbook - 15 с.
2013 FRM Exam AIM Statements - 63 с.
2013 FRM Candidate Guide - 18 с.Рекомедуемая литература (полные версии книг со ссылками на данном ресурсе):1. Zvi Bodie, Alex Kane, and Alan J. Marcus, Investments, 9th Edition (New York: McGraw-Hill, 2010). книга задачник с ответамиChapter 13 . Empirical Evidence on Security Returns RMIM-05
Chapter 24 . Portfolio Performance Evaluation RMIM-062. David P. Stowell, An Introduction to Investment Banks, Hedge Funds, and Private Equity (Academic Press, 2010). книгаChapter 11 Overview of Hedge Funds RMIM-07
Chapter 12 Hedge Fund Investment Strategies RMIM-08
Chapter 16 Overview of Private Equity RMIM-093. Bruce Tuckman, Fixed Income Securities, 3rd Edition (Hoboken, NJ: John Wiley & Sons, 2011). КнигаChapter 1 Prices, Discount Factors, and Arbitrage VRM-06
Chapter 10 . The Art of Term Structure Models: Volatility and Distribution MRMM-06
Chapter 2 Spot, Forward and Par Rates VRM-07
Chapter 3 Returns, Spreads and Yields VRM-08
Chapter 4 One-Factor Risk Metrics and Hedges VRM-09
Chapter 5 Multi-Factor Risk Metrics and Hedges VRM-10
Chapter 6 Empirical Approaches to Risk Metrics and Hedging VRM-11
Chapter 7 The Science of Term Structure Models MRMM-03
Chapter 8 The Evolution of Short Rates and the Shape of the Term Structure MRMM-04
Chapter 9 The Art of Term Structure Models: Drift MRMM-054. John Hull, Options, Futures, and Other Derivatives, 8th Edition (New York: Pearson Prentice Hall, 2012). Книга Задачник с ответамиChapter 1 Introduction FMP-01
Chapter 2 Mechanics of Futures Markets FMP-02
Chapter 3 Hedging Strategies Using Futures FMP-03
Chapter 4 Interest Rates FMP-04
Chapter 5 Determination of Forward and Futures Prices FMP-05
Chapter 6 Interest Rate Futures FMP-06
Chapter 7 Swaps FMP-07
Chapter 10 Properties of Stock Options FMP-08
Chapter 11 Trading Strategies Involving Options FMP-09
Chapter 19 . Volatility Smiles MRMM-01
Chapter 25 . Exotic Options MRMM-02
Chapter 22 Estimating Volatilities and Correlations QA-10
Chapter 12 Binomial Trees VRM-03
Chapter 14 The Black-Scholes-Merton Model VRM-04
Chapter 18 The Greek Letters VRM-055. Philippe Jorion, Value-at-Risk: The New Benchmark for Managing Financial Risk, 3rd Edition. (New York: McGraw-Hill, 2007). КнигаChapter 11 .VaR Mapping MRMM-09
Chapter 12 Monte Carlo Methods QA-09
Chapter 14 Stress Testing VRM-18
Chapter 17 . VaR and Risk Budgeting in Investment Management RMIM-03
Chapter 6 .Backtesting VaR MRMM-08
Chapter 7 .Portfolio Risk: Analytical Methods RMIM-026. Anthony Tarantino and Deborah Cernauskas, Risk Management in Finance: Six Sigma and Other Next Generation Techniques (Hoboken, NJ: John Wiley & Sons, 2009). КнигаChapter 3 Information Risk and Data Quality Management FRM-06
7. G. Constantinides, M. Harris and R. Stulz. Ed., Handbook of the Economics of Finance, Volume 2B (Oxford: Elsevier, 2013). КнигаChapter 17 Hedge Funds, by William Fung and David Hsieh RMIM-10
8. James Stock and Mark Watson, Introduction to EconometricsQA-05 Chapter 4 Linear Regression with One Regressor"
QA-06 Chapter 5 Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals"
QA-07 Chapter 6 Linear Regression with Multiple Regressors"
QA-08 Chapter 7 Hypothesis Tests and Confidence Intervals in Multiple Regression"