Financial risk manager handbook:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
2005
|
| Ausgabe: | 3. ed. |
| Schriftenreihe: | Wiley finance
Risk management library |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXII, 744 S. graph. Darst. 1 CD-ROM (12 cm) |
| ISBN: | 9780471706298 0471706299 |
Internformat
MARC
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| 245 | 1 | 0 | |a Financial risk manager handbook |c Philippe Jorion |
| 246 | 1 | 3 | |a Handbook |
| 250 | |a 3. ed. | ||
| 264 | 1 | |a Hoboken, NJ |b Wiley |c 2005 | |
| 300 | |a XXII, 744 S. |b graph. Darst. |e 1 CD-ROM (12 cm) | ||
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| 650 | 4 | |a Analyse financière - Examens - Guides de l'étudiant | |
| 650 | 7 | |a Analyse financière |2 rasuqam | |
| 650 | 4 | |a Finances - Gestion du risque | |
| 650 | 4 | |a Finances - Gestion du risque - Examens - Guides de l'étudiant | |
| 650 | 7 | |a Financiering |2 gtt | |
| 650 | 7 | |a Gestion des risques |2 rasuqam | |
| 650 | 4 | |a Gestion du risque | |
| 650 | 4 | |a Gestion du risque - Examens - Guides de l'étudiant | |
| 650 | 7 | |a Kwantitatieve methoden |2 gtt | |
| 650 | 7 | |a Marché des capitaux |2 rasuqam | |
| 650 | 7 | |a Méthode quantitative |2 rasuqam | |
| 650 | 7 | |a Placement financier |2 rasuqam | |
| 650 | 7 | |a Portfolio-analyse |2 gtt | |
| 650 | 7 | |a Question d'examen |2 rasuqam | |
| 650 | 7 | |a Risk management |2 gtt | |
| 650 | 7 | |a Risque de crédit |2 rasuqam | |
| 650 | 7 | |a Risque financier |2 rasuqam | |
| 650 | 7 | |a Risque systématique |2 rasuqam | |
| 650 | 4 | |a Unternehmen | |
| 650 | 4 | |a Business enterprises |x Finance |v Handbooks, manuals, etc | |
| 650 | 4 | |a Corporations |x Finance | |
| 650 | 4 | |a Risk management |v Handbooks, manuals, etc | |
| 650 | 4 | |a Risk management |x Examinations |v Study guides | |
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Datensatz im Suchindex
| _version_ | 1804133416394817536 |
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| adam_text | Preface xix
Introduction xxi
Parti: Quantitative Analysis 1
Ch. 1 Bond Fundamentals 3
1.1 Discounting, Present Value, and Future Value 4
1.2 Price Yield Relationship 6
1.2.1 Valuation 6
1.2.2 Taylor Expansion 8
1.3 Bond Price Derivatives 10
1.3.1 Interpreting Duration and Convexity 17
1.3.2 Portfolio Duration and Convexity 24
1.4 Answers to Chapter Examples 27
Ch. 2 Fundamentals of Probability 33
2.1 Characterizing Random Variables 33
2.1.1 Univariate Distribution Functions 34
2.1.2 Moments 36
2.2 Multivariate Distribution Functions 40
2.3 Functions of Random Variables 43
2.3.1 Linear Transformation of Random Variables 43
2.3.2 Sum of Random Variables 44
2.3.3 Portfolios of Random Variables 45
2.3.4 Product of Random Variables 46
2.3.5 Distributions of Transformations of Random Variables . 46
2.4 Important Distribution Functions 49
2.4.1 Uniform Distribution 49
2.4.2 Normal Distribution 50
2.4.3 Lognormal Distribution 53
2.4.4 Student s / Distribution 56
2.4.5 Binomial Distribution 58
2.5 Limit Distributions 60
viii CONTENTS
2.5.1 Distribution of Averages 60
2.5.2 Distribution of Tails 61
2.6 Answers to Chapter Examples 62
Ch. 3 Fundamentals of Statistics 67
3.1 Real Data 68
3.1.1 Measuring Returns 68
3.1.2 Time Aggregation 69
3.1.3 Portfolio Aggregation 71
3.2 Parameter Estimation 74
3.3 Regression Analysis 76
3.3.1 Bivariate Regression 77
3.3.2 Autoregression 79
3.3.3 Multivariate Regression 79
3.3.4 Example 80
3.3.5 Pitfalls with Regressions 82
3.4 Answers to Chapter Examples 85
Ch. 4 Monte Carlo Methods 87
4.1 Simulations with One Random Variable 87
4.1.1 Simulating Markov Processes 88
4.1.2 The Geometric Brownian Motion 88
4.1.3 Simulating Yields 92
4.1.4 Binomial Trees 94
4.2 Implementing Simulations 97
4.2.1 Simulation for VAR 97
4.2.2 Simulation for Derivatives 98
4.2.3 Accuracy 99
4.3 Multiple Sources of Risk . 101
4.3.1 The Cholesky Factorization ....... 102
4.3.2 The Curse of Dimensionality ....... 103
4.4 Answers to Chapter Examples . . jO4
Part II: Capital Markets I07
Ch. 5 Introduction to Derivatives 209
5.1 Overview of Derivatives Markets . U0
5.2 Forward Contracts m
5.2.1 Definition ..Ill
5.2.2 Valuing Forward Contracts . . 113
5.2.3 Valuing an Off Market Fonv^j Contract 116
5.2.4 Valuing Forward Contracts vjth Income Payments . . . 117
CONTENTS ix
5.3 Futures Contracts 121
5.3.1 Definitions of Futures 121
5.3.2 Valuing Futures Contracts 123
5.4 Swap Contracts 123
5.5 Answers to Chapter Examples 124
Ch. 6 Options 127
6.1 Option Payoffs 127
6.1.1 Basic Options 127
6.1.2 Put Call Parity 130
6.1.3 Combination of Options 133
6.2 Option Premiums 136
6.2.1 General Relationships 136
6.2.2 Early Exercise of Options 139
6.3 Valuing Options 141
6.3.1 Pricing by Replication 141
6.3.2 Black Scholes Valuation 143
6.3.3 Extensions 146
6.3.4 Market versus Model Prices 148
6.4 Other Option Contracts 149
6.5 Valuing Options by Numerical Methods 152
6.6 Answers to Chapter Examples 155
Ch. 7 Fixed Income Securities 159
7.1 Overview of Debt Markets 159
7.2 Fixed Income Securities 162
7.2.1 Instrument Types 162
7.2.2 Methods of Quotation 165
7.3 Analysis of Fixed Income Securities 166
7.3.1 The NPV Approach 166
7.3.2 Pricing 168
7.3.3 Duration 169
7.4 Spot and Forward Rates 171
7.5 Mortgage Backed Securities 176
7.5.1 Description 176
7.5.2 Prepayment Risk 180
7.5.3 Financial Engineering and CMOs 183
7.6 Answers to Chapter Examples 189
Ch. 8 Fixed Income Derivatives 193
8.1 Forward Contracts 193
8.2 Futures 196
8.2.1 Eurodollar Futures 196
x CONTENTS
8.2.2 T Bond Futures 198
8.3 Swaps 201
8.3.1 Instruments 201
8.3.2 Pricing 203
8.4 Options 207
8.4.1 Caps and Floors 207
8.4.2 Swaptions 210
8.4.3 Exchange Traded Options 212
8.5 Answers to Chapter Examples 213
Ch. 9 Equity, Currency, and Commodity Markets 217
9.1 Equities 218
9.1.1 Overview 218
9.1.2 Valuation 219
9.2 Convertible Bonds and Warrants 221
9.2.1 Definitions 221
9.2.2 Valuation 223
9.3 Equity Derivatives 225
9.3.1 Stock Index Futures 225
9.3.2 Single Stock Futures 228
9.3.3 Equity Options 228
9.3.4 Equity Swaps 229
9.4 Currency Markets 229
9.5 Currency Swaps 231
9.5.1 Instruments 231
9.5.2 Pricing 233
9.6 Commodities 236
9.6.1 Products 236
9.6.2 Pricing of Futures 237
9.6.3 Futures and Expected Spot Prices 239
9.7 Answers to Chapter Examples 243
Part III: Market Risk Management 247
Ch. 10 Introduction to Market Risk Measurement 249
10.1 Introduction to Financial Market Risks 250
10.1.1 Types of Financial Risks 250
10.1.2 Risk Management Tools 251
10.2 VAR as a Downside Risk Measure 252
10.2.1 VAR: Definition 252
10.2.2 VAR: Caveats 255
10.2.3 Alternative Measures of Risk 257
10.2.4 Cash Flow at Risk 259
CONTENTS xi
10.3 VAR Parameters 260
10.3.1 Confidence Level 260
10.3.2 Horizon 261
10.3.3 Application: The Basel Rules 263
10.4 Elements of VAR Systems 264
10.4.1 Portfolio Positions 264
10.4.2 Risk Factors 265
10.4.3 VAR Methods 265
10.5 Stress Testing 266
10.6 Liquidity Risk 269
10.7 Answers to Chapter Examples 272
Ch. 11 Sources of Market Risk 277
11.1 Sources of Loss: A Decomposition 277
11.2 Currency Risk 279
11.2.1 Currency Volatility 280
11.2.2 Correlations 281
11.2.3 Cross Rate Volatility 282
11.3 Fixed Income Risk 283
11.3.1 Factors Affecting Yields 283
11.3.2 Bond Price and Yield Volatility 285
11.3.3 Correlations 288
11.3.4 Global Interest Rate Risk 289
11.3.5 Real Yield Risk 291
11.3.6 Credit Spread Risk 292
11.3.7 Prepayment Risk 292
11.4 Equity Risk 294
11.4.1 Stock Market Volatility 294
11.5 Commodity Risk 296
11.5.1 Commodity Volatility 296
11.5.2 Futures Risk 296
11.6 Risk Simplification 300
11.6.1 Diagonal Model 300
11.6.2 Fixed Income Portfolio Risk 301
11.7 Answers to Chapter Examples 303
Ch. 12 Hedging Linear Risk 307
12.1 Introduction to Futures Hedging 308
12.1.1 Unitary Hedging 308
12.1.2 Basis Risk 310
12.2 Optimal Hedging 312
12.2.1 The Optimal Hedge Ratio 312
12.2.2 Example 315
xii CONTENTS
12.2.3 Liquidity Issues 317
12.3 Applications for Optimal Hedging 318
12.3.1 Duration Hedging 318
12.3.2 Beta Hedging 321
12.4 Answers to Chapter Examples 323
Ch. 13 Nonlinear Risk: Options 325
13.1 Evaluating Options 326
13.1.1 Definitions 326
13.1.2 Taylor Expansion 327
13.1.3 Option Pricing 328
13.2 Option Greeks 330
13.2.1 Option Sensitivities: Delta and Gamma 330
13.2.2 Option Sensitivities: Vega 333
13.2.3 Option Sensitivities: Rho 335
13.2.4 Option Sensitivities: Theta 336
13.2.5 Option Pricing and the Greeks 336
13.2.6 Option Sensitivities: Summary 339
13.3 Dynamic Hedging 342
13.3.1 Delta and Dynamic Hedging 343
13.3.2 Implications 344
13.3.3 Distribution of Option Payoffs 345
13.4 Answers to Chapter Examples 348
Ch. 14 Modeling Risk Factors 351
14.1 Normal and Lognormal Distributions 352
14.1.1 Why the Normal? 352
14.1.2 Computing Returns 352
14.1.3 Time Aggregation 354
14.2 Fat Tails 356
14.3 Time Variation in Risk 358
14.3.1 GARCH 359
14.3.2 EWMA 361
14.3.3 Option Data 364
14.3.4 Implied Distributions 365
14.4 Answers to Chapter Examples 367
Ch. 15 VAR Methods 369
15.1 VAR: Local versus Full Valuation 370
15.1.1 Local Valuation 370
15.1.2 Full Valuation 371
15.1.3 Delta Gamma Method 372
15.2 VAR Methods: Overview 374
CONTENTS xiii
15.2.1 Mapping 374
15.2.2 Delta Normal Method 375
15.2.3 Historical Simulation Method 375
15.2.4 Monte Carlo Simulation Method 376
15.2.5 Comparison of Methods 377
15.3 Example 379
15.3.1 Mark to Market 379
15.3.2 Risk Factors 380
15.3.3 VAR: Historical Simulation 382
15.3.4 VAR: Delta Normal Method 384
15.4 Answers to Chapter Examples 386
Part IV: Investment and Risk Management 389
Ch. 16 Portfolio Management 391
16.1 Institutional Investors 392
16.2 Portfolio Management 393
16.2.1 Risk Measurement 393
16.2.2 Performance Measurement 395
16.2.3 Performance Attribution 396
16.2.4 Performance Evaluation and Survivorship 399
16.3 Risk Budgeting 401
16.4 Answers to Chapter Examples 403
Ch. 17 Hedge Fund Risk Management 407
17.1 The Hedge Fund Industry 408
17.2 Leverage, and Long and Short Positions 409
17.2.1 Long Position 409
17.2.2 Short Position 410
17.2.3 Long and Short Positions 411
17.3 Hedge Fund Risk Management 413
17.3.1 Types of Market Risk 413
17.3.2 Hedge Fund Styles 414
17.3.3 Liquidity and Model Risk 422
17.4 Hedge Fund Transparency 424
17.5 Answers to Chapter Examples 428
PartV: Credit Risk Management 431
Ch. 18 Introduction to Credit Risk 433
18.1 Settlement Risk 434
18.1.1 Presettlement versus Settlement Risk 434
xiv CONTENTS
18.1.2 Handling Settlement Risk 434
18.2 Overview of Credit Risk 436
18.2.1 Drivers of Credit Risk 436
18.2.2 Measurement of Credit Risk 437
18.2.3 Credit Risk versus Market Risk 438
18.3 Measuring Credit Risk 439
18.3.1 Credit Losses 439
18.3.2 Joint Events 439
18.3.3 An Example 441
18.4 Credit Risk Diversification 445
18.5 Answers to Chapter Examples 449
Ch. 19 Measuring Actuarial Default Risk 451
19.1 Credit Event 452
19.2 Default Rates 454
19.2.1 Credit Ratings 454
19.2.2 Historical Default Rates 457
19.2.3 Cumulative and Marginal Default Rates 460
19.2.4 Transition Probabilities 465
19.2.5 Time Variation in Default Probabilities 467
19.3 Recovery Rates 467
19.3.1 The Bankruptcy Process 468
19.3.2 Estimates of Recovery Rates 469
19.4 Application to Portfolio Rating 472
19.5 Assessing Corporate and Sovereign Rating 475
19.5.1 Corporate Default 475
19.5.2 Sovereign Default 476
19.6 Answers to Chapter Examples 479
Ch. 20 Measuring Default Risk from Market Prices 483
20.1 Corporate Bond Prices 484
20.1.1 Spreads and Default Risk 484
20.1.2 Risk Premium 486
20.1.3 The Cross Section of Yield Spreads 487
20.1.4 Time Variation in Credit Spreads 490
20.2 Equity Prices 491
20.2.1 The Merton Model 491
20.2.2 Pricing Equity and Debt 493
20.2.3 Applying the Merton Model 495
20.2.4 Example 498
20.3 Answers to Chapter Examples 499
CONTENTS xv
Ch. 21 Credit Exposure 501
21.1 Credit Exposure by Instrument 502
21.2 Distribution of Credit Exposure 504
21.2.1 Expected and Worst Exposure 504
21.2.2 Time Profile 506
21.2.3 Exposure Profile for Interest Rate Swaps 506
21.2.4 Exposure Profile for Currency Swaps 515
21.2.5 Exposure Profile for Different Coupons 517
21.3 Exposure Modifiers 519
21.3.1 Marking to Market 519
21.3.2 Exposure Limits 521
21.3.3 Recouponing 521
21.3.4 Netting Arrangements 523
21.4 Credit Risk Modifiers 527
21.4.1 Credit Triggers 527
21.4.2 Time Puts 528
21.5 Answers to Chapter Examples 528
Ch. 22 Credit Derivatives 531
22.1 Introduction 531
22.2 Types of Credit Derivatives 532
22.2.1 Credit Default Swaps 533
22.2.2 Total Return Swaps 536
22.2.3 Credit Spread Forwards and Options 538
22.2.4 Credit Linked Notes 539
22.3 Pricing and Hedging Credit Derivatives 542
22.3.1 Methods 542
22.3.2 Example: Credit Default Swap 542
22.4 Pros and Cons of Credit Derivatives 545
22.5 Answers to Chapter Examples 547
Ch. 23 Managing Credit Risk 551
23.1 Measuring the Distribution of Credit Losses 552
23.2 Measuring Expected Credit Loss 555
23.2.1 Expected Losses over a Target Horizon 555
23.2.2 The Time Profile of Expected Loss 556
23.3 Measuring Credit VAR 558
23.4 Portfolio Credit Risk Models 560
23.4.1 Approaches to Portfolio Credit Risk Models 560
23.4.2 CreditMetrics 562
23.4.3 CreditRisk+ 565
23.4.4 Moody s KMV 565
23.4.5 Credit Portfolio View 566
xvi CONTENTS
23.4.6 Comparison 567
23.5 Answers to Chapter Examples 570
Part VI: Operational and Integrated Risk Management 573
Ch. 24 Operational Risk 575
24.1 The Importance of Operational Risk 576
24.1.1 Case Histories 576
24.1.2 Business Lines 577
24.2 Identifying Operational Risk 578
24.3 Assessing Operational Risk 581
24.3.1 Comparison of Approaches 581
24.3.2 Actuarial Models 582
24.4 Managing Operational Risk 586
24.4.1 Capital Allocation and Insurance 586
24.4.2 Mitigating Operational Risk 588
24.4.3 Conceptual Issues 590
24.5 Answers to Chapter Examples 591
Ch. 25 Risk Capital and RAROC 595
25.1 RAROC 596
25.1.1 Risk Capital 596
25.1.2 RAROC Methodology 597
25.1.3 Application to Compensation 598
25.2 Performance Evaluation and Pricing 600
25.3 Answers to Chapter Examples 602
Ch. 26 Best Practices Reports 603
26.1 The G 30 Report 603
26.2 The Bank of England Report on Barings 606
26.3 The CRMPG Report on LTCM 607
26.4 Answer to Chapter Example 609
Ch. 27 Firm Wide Risk Management 611
27.1 Integrated Risk Management 612
27.1.1 Types of Risk 612
27.1.2 Risk Interactions 612
27.2 Three Pillar Framework 614
27.2.1 Best Practices Policies 614
27.2.2 Best Practices Methodologies 615
CONTENTS xvii
27.2.3 Best Practices Infrastructure 615
27.3 Organizational Structure 615
27.4 Controlling Traders 620
27.4.1 Trader Compensation 620
27.4.2 Trader Limits 621
27.5 Answers to Chapter Examples 624
Part VII: Legal, Accounting, and Tax Risk Management 627
Ch. 28 Legal Issues 629
28.1 Legal Risks with Derivatives 630
28.2 Netting 633
28.2.1 Netting under the Basel Accord 634
28.2.2 Walk Away Clauses 635
28.2.3 Netting and Exchange Margins 635
28.3 ISDA Master Netting Agreement 636
28.4 The 2002 Sarbanes Oxley Act 639
28.5 Glossary 641
28.5.1 General Legal Terms 641
28.5.2 Bankruptcy Terms 641
28.5.3 Contract Terms 642
28.6 Answers to Chapter Examples 643
Ch. 29 Accounting and Tax Issues 645
29.1 Internal Reporting 646
29.1.1 Purpose of Internal Reporting 646
29.1.2 Comparison of Methods 647
29.2 Major Issues in Reporting 648
29.2.1 Valuation Issues 648
29.2.2 Reporting Method for Derivatives 650
29.3 External Reporting: FASB 652
29.3.1 FAS 133 652
29.3.2 Definition of Derivative 653
29.3.3 Embedded Derivative 654
29.3.4 Disclosure Rules 655
29.3.5 Hedge Effectiveness 657
29.3.6 General Evaluation of FAS 133 658
29.3.7 Accounting Treatment of SPEs 659
29.4 External Reporting: IASB 661
29.4.1 IAS 39 662
29.5 Tax Considerations 664
29.6 Answers to Chapter Examples 665
xviii CONTENTS
Part VIII: Regulation and Compliance 667
Ch. 30 Regulation of Financial Institutions 669
30.1 Definition of Financial Institutions 669
30.2 Systemic Risk 671
30.3 Regulation of Commercial Banks 672
30.4 Regulation of Securities Houses 675
30.5 Tools and Objectives of Regulation 677
30.6 Answers to Chapter Examples 679
Ch. 31 The Basel Accord 681
31.1 Steps in the Basel Accord 682
31.1.1 The Basel I Accord 682
31.1.2 The 1996 Amendment 682
31.1.3 The Basel II Accord 683
31.2 The 1988 Basel Accord 685
31.2.1 Risk Capital 685
31.2.2 On Balance Sheet Risk Charges 688
31.2.3 Off Balance Sheet Risk Charges 689
31.2.4 Total Risk Charge 694
31.3 Illustration 695
31.4 The New Basel Accord 698
31.4.1 Issues with the 1988 Basel Accord 698
31.4.2 Definition of Capital 699
31.4.3 The Credit Risk Charge 700
31.4.4 The Operational Risk Charge 704
31.4.5 Evaluation 705
31.5 Conclusions 706
31.6 Answers to Chapter Examples 707
Ch. 32 The Basel Market Risk Charges 711
32.1 The Standardized Method 711
32.2 The Internal Models Approach 713
32.2.1 Qualitative Requirements 713
32.2.2 The Market Risk Charge 714
32.2.3 Combination of Approaches 716
32.3 Stress Testing 719
32.4 Backtesting 721
32.4.1 Measuring Exceptions 721
32.4.2 Statistical Decision Rules 722
32.4.3 The Penalty Zones 722
32.5 Answers to Chapter Examples 725
Index 729
|
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| author | Jorion, Philippe 1955- |
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| dewey-sort | 3658.155 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| edition | 3. ed. |
| format | Book |
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| id | DE-604.BV019884824 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T20:08:22Z |
| institution | BVB |
| isbn | 9780471706298 0471706299 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-013208913 |
| oclc_num | 57431703 |
| open_access_boolean | |
| owner | DE-739 DE-1049 DE-473 DE-BY-UBG DE-573 DE-634 |
| owner_facet | DE-739 DE-1049 DE-473 DE-BY-UBG DE-573 DE-634 |
| physical | XXII, 744 S. graph. Darst. 1 CD-ROM (12 cm) |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance Risk management library |
| spelling | Jorion, Philippe 1955- Verfasser (DE-588)124050638 aut Financial risk manager handbook Philippe Jorion Handbook 3. ed. Hoboken, NJ Wiley 2005 XXII, 744 S. graph. Darst. 1 CD-ROM (12 cm) txt rdacontent n rdamedia nc rdacarrier Wiley finance Risk management library Analyse financière Analyse financière - Examens - Guides de l'étudiant Analyse financière rasuqam Finances - Gestion du risque Finances - Gestion du risque - Examens - Guides de l'étudiant Financiering gtt Gestion des risques rasuqam Gestion du risque Gestion du risque - Examens - Guides de l'étudiant Kwantitatieve methoden gtt Marché des capitaux rasuqam Méthode quantitative rasuqam Placement financier rasuqam Portfolio-analyse gtt Question d'examen rasuqam Risk management gtt Risque de crédit rasuqam Risque financier rasuqam Risque systématique rasuqam Unternehmen Business enterprises Finance Handbooks, manuals, etc Corporations Finance Risk management Handbooks, manuals, etc Risk management Examinations Study guides Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 s Risikomanagement (DE-588)4121590-4 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013208913&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Jorion, Philippe 1955- Financial risk manager handbook Analyse financière Analyse financière - Examens - Guides de l'étudiant Analyse financière rasuqam Finances - Gestion du risque Finances - Gestion du risque - Examens - Guides de l'étudiant Financiering gtt Gestion des risques rasuqam Gestion du risque Gestion du risque - Examens - Guides de l'étudiant Kwantitatieve methoden gtt Marché des capitaux rasuqam Méthode quantitative rasuqam Placement financier rasuqam Portfolio-analyse gtt Question d'examen rasuqam Risk management gtt Risque de crédit rasuqam Risque financier rasuqam Risque systématique rasuqam Unternehmen Business enterprises Finance Handbooks, manuals, etc Corporations Finance Risk management Handbooks, manuals, etc Risk management Examinations Study guides Kapitalmarkt (DE-588)4029578-3 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4029578-3 (DE-588)4121590-4 |
| title | Financial risk manager handbook |
| title_alt | Handbook |
| title_auth | Financial risk manager handbook |
| title_exact_search | Financial risk manager handbook |
| title_full | Financial risk manager handbook Philippe Jorion |
| title_fullStr | Financial risk manager handbook Philippe Jorion |
| title_full_unstemmed | Financial risk manager handbook Philippe Jorion |
| title_short | Financial risk manager handbook |
| title_sort | financial risk manager handbook |
| topic | Analyse financière Analyse financière - Examens - Guides de l'étudiant Analyse financière rasuqam Finances - Gestion du risque Finances - Gestion du risque - Examens - Guides de l'étudiant Financiering gtt Gestion des risques rasuqam Gestion du risque Gestion du risque - Examens - Guides de l'étudiant Kwantitatieve methoden gtt Marché des capitaux rasuqam Méthode quantitative rasuqam Placement financier rasuqam Portfolio-analyse gtt Question d'examen rasuqam Risk management gtt Risque de crédit rasuqam Risque financier rasuqam Risque systématique rasuqam Unternehmen Business enterprises Finance Handbooks, manuals, etc Corporations Finance Risk management Handbooks, manuals, etc Risk management Examinations Study guides Kapitalmarkt (DE-588)4029578-3 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | Analyse financière Analyse financière - Examens - Guides de l'étudiant Finances - Gestion du risque Finances - Gestion du risque - Examens - Guides de l'étudiant Financiering Gestion des risques Gestion du risque Gestion du risque - Examens - Guides de l'étudiant Kwantitatieve methoden Marché des capitaux Méthode quantitative Placement financier Portfolio-analyse Question d'examen Risk management Risque de crédit Risque financier Risque systématique Unternehmen Business enterprises Finance Handbooks, manuals, etc Corporations Finance Risk management Handbooks, manuals, etc Risk management Examinations Study guides Kapitalmarkt Risikomanagement |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013208913&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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