Kaplan, Inc., 2013. — 328 p. — ISBN 978-1-4277-4473-9The fourth in the eight books set designed to prepare for the GARP FRM Exam (2013 year).ContentsMeasures of financial riskQuantifying volatility in VaR modelsPutting VaR to workBinominal treesThe Black-Scholes-Merton ModelThe Greek lettersPrices, Discount Factors and ArbitrageSpot, Forward and Par ratesReturns, Spreads and YieldsOne-Factor Risk Metrics and HedgesMulti-Factor Risk Metrics and HedgesEmpirical Approaches to Risk Metrics and HedgesCountry Risk modelsExternal and Internal RatingsLoan Portfolios and Extended LossUnexpected LossOperational riskStress testingPrinciples for sound stress testing practices and supervision

如果您对该资源产生疑虑，欢迎您 点击此处 举报不良内容。 希望我们能共建一个文明社区！感谢您的合作与支持！