GARP, 2018. — 255 p. The first in the four books designed to prepare for the GARP FRM Exam Part II (2018 year). This book provides a blend of theory and practice. Clear consice concepts are explained covering entire FRM Part 2 syllabus as provided by GARP. Several features of this book are tailored specifically to help the reader specify the objective of each chapter. 1....
GARP, 2018. — 558 p. The second in the four books designed to prepare for the GARP FRM Exam Part II (2018 year). This book provides a blend of theory and practice. Clear consice concepts are explained covering entire FRM Part 2 syllabus as provided by GARP. Several features of this book are tailored specifically to help the reader specify the objective of each chapter. 1. The...
GARP, 2018. — 498 p. The third in the four books designed to prepare for the GARP FRM Exam Part II (2018 year). This book provides a blend of theory and practice. Clear consice concepts are explained covering entire FRM Part 2 syllabus as provided by GARP. Several features of this book are tailored specifically to help the reader specify the objective of each chapter. 1....
GARP, 2018. — 273 p. The last in the four books designed to prepare for the GARP FRM Exam Part II (2018 year). This book provides a blend of theory and practice. Clear consice concepts are explained covering entire FRM Part 2 syllabus as provided by GARP. Several features of this book are tailored specifically to help the reader specify the objective of each chapter. 1. Factor...
Pearson, 2017. — 240 p. Estimating market risk measures. Non-parametric approaches Backtesting VAR VAR mapping Messages from the academic literature on risk measurement for the trading book Some correlation basics: properties, motivation, terminology Empirical properties of correlation: how do correlations behave in the real world? Statistical correlation models - can we apply...
Kaplan, 2018. — 6 p. FRM 2018 Part II Schweser's QuickSheet This compact study tool summarizes key formulas, definitions, and concepts FRM 2018 Part II.
Kaplan, 2018. — 246 p. Take this compact book anywhere you go, printed or eBook, for a concise review of the FRM curriculum. Secret Sauce provides insights and exam tips on how to effectively prepare and apply your knowledge on exam day.
Kaplan, Inc., 2013. — 244 p. — ISBN: 978-1-4277-4468-5 Fifth of the eight books set designed to prepare for the GARP FRM Exam (2013 year). Estimating market risk measures Non-Parametric approaches Modeling Dependence: Correlations and Copulas Parametric Approaches (II): Extreme Value Backtesting VaR VaR Mapping Volatility Smiles Exotic Options The Science of Term structure...
Kaplan, Inc., 2014. — 244 p. — ISBN: 978-1-4754-2306-8 Fifth of the eight books set designed to prepare for the GARP FRM Exam (2014 year). Estimating market risk measures Non-Parametric approaches Modeling Dependence: Correlations and Copulas Parametric Approaches (II): Extreme Value Backtesting VaR VaR Mapping The best of Both Worlds: A Hybrid Approach to Calculating Value at...
Kaplan, Inc., 2015. — 236 p. — ISBN: 978-1-4754-3112-4. Fifth of the eight books set designed to prepare for the GARP FRM Exam (2014 year). Estimating Market Risk Measures. Non-parametric Approaches. Parametric Approaches (II): Extreme Value. Backtesting VaR. VaR Mapping. Messages from the Academic Literature on Risk Measurement for the Trading Book. Some Correlation Basics:...
Kaplan, 2017. — ISBN: 978-1-4754-5349-2. Estimating Market Risk Measures: An Introduction and Overview. Non-parametric Approaches. Backtesting VaR. VaR Mapping. Messages from the Academic Literature on Risk Measurement for the Trading Book. Some Correlation Basics: Properties, Motivation, Terminology. Empirical Properties of Correlation: How Do Correlations Behave in the Real...
Kaplan, 2018. — 234 p. The fifth in the eight books set designed to prepare for the GARP FRM Exam (2018 year). 1. Estimating Market Risk Measures: An Introduction and Overview. 2. Non-parametric Approaches. 3. Backtesting VaR. 4. VaR Mapping. 5. Messages from the Academic Literature on Risk Measurement for the Trading Book. 6. Some Correlation Basics: Properties, Motivation,...
Kaplan, 2018. — 346 p. The sixth in the eight books set designed to prepare for the GARP FRM Exam (2018 year). 16. The Credit Decision. 17. The Credit Analyst. 18. Classifications and Key Concepts of Credit Risk. 19. Rating Assignment Methodologies. 20. Credit Risks and Credit Derivatives. 21. Spread Risk and Default Intensity Models. 22. Portfolio Credit Risk. 23. Structured...
Kaplan, Inc., 2013. — 244 p. — ISBN: 978-1-4277-4468-5 The sixth in the eight books set designed to prepare for the GARP FRM Exam (2013) Credit and counterparty risk Default Risk: Quantitative Methodologies Credit risk and credit derivatives Credit derivatives and credit-linked notes The structuring process Cash collateralized debt obligations Spread risk and default intensity...
Kaplan, Inc., 2014. — 244 p. — ISBN: 978-1-4277-4468-5 The sixth in the eight books set designed to prepare for the GARP FRM Exam (2013) The Credit Decision The Credit Analyst Default Risk: Quantitative Methodologies Credit risk and credit derivatives Credit and counterparty risk Spread risk and default intensity models Portfolio credit risk Structured credit risk Defining...
Kaplan, Inc., 2015. — 300 p. — ISBN: 978-1-4754-3113-1. The sixth in the eight books set designed to prepare for the GARP FRM Exam (2015). The Credit Decision. The Credit Analyst. Default Risk: Quantitative Methodologies. Credit risk and credit derivatives. Credit and counterparty risk. Spread risk and default intensity models. Portfolio credit risk. Structured credit risk....
Kaplan, Inc., 2013. — 309 p. — ISBN: 978-1-4277-4461-1 The seventh in the eight books set designed to prepare for the GARP FRM Exam (2013). Capital allocation and performance measurement Range of practices and issues in economic capital modeling Assessing the quality of risk measures Liquidity and leverage Estimating liquidity risks Model Risk Enterprise risk management: theory...
Kaplan, Inc., 2014. — 309 p. — ISBN: 978-1-4754-2308-2 The seventh in the eight books set designed to prepare for the GARP FRM Exam (2014). Principles for the Sound Management of Operational Risk A Review of the Key Issues in Operational Risk Capital Modeling Challenges and pitfalls in measuring operational risk from Loss Data Enterprise risk management: theory and practice...
Kaplan, Inc., 2015. — 372 p. The third in the eight books set designed to prepare for the GARP FRM Exam (2015 year). Principles for the sound management of operational risk. Enterprise Risk Management: theory and practice. Internal loss data. External loss data. Capital modelling. Operational risk - supervisory guidelines. Estimating liquidity risks. Model risk. Assessing the...
Kaplan, 2017. — ISBN: 978-1-4754-5355-3. Principles for the Sound Management of Operational Risk. Enterprise Risk Management: Theory and Practice. Observations on Developments in Risk Appetite Frameworks and IT Infrastructure. Information Risk and Data Quality Management. OpRisk Data and Governance. External Loss Data. Capital Modeling. Standardized Measurement Approach for...
Kaplan, 2018. — 370 p. The seventh in the eight books set designed to prepare for the GARP FRM Exam (2018 year). 37. Principles for the Sound Management of Operational Risk. 38. Enterprise Risk Management: Theory and Practice. 39. Observations on Developments in Risk Appetite Frameworks and IT Infrastructure. 40. Information Risk and Data Quality Management. 41. OpRisk Data and...
Kaplan, Inc., 2013. — 282 p. — ISBN: 978-1-4277-4474-6 The final in the eight books set designed to prepare for the GARP FRM Exam (2013) Portfolio construction Portfolio Risk: Analytical Methods VaR and Risk Budgeting in Investment Management Risk Monitoring and Performance Measurement Empirical Evidence on Security Returns Portfolio Performance Evaluation Overview of Hedge...
Kaplan, Inc., 2014. — 282 p. — ISBN: 978-1-4754-2309-9 The final in the eight books set designed to prepare for the GARP FRM Exam (2014) Portfolio construction Portfolio Risk: Analytical Methods VaR and Risk Budgeting in Investment Management Risk Monitoring and Performance Measurement Empirical Evidence on Security Returns Portfolio Performance Evaluation Overview of Hedge...
Kaplan, Inc., 2015. — 218 p. — ISBN: 978-1-4754-3115-5. The final in the eight books set designed to prepare for the GARP FRM Exam (2015). Portfolio construction. Portfolio Risk: Analytical methods. VaR and risk budgeting. Risk Monitoring and Performance Measurement. Portfolio Performance Evaluation. Illiquid assets. Hedge Funds. Performing due diligence. Clearinghouse...
Kaplan, 2018. — 274 p. The last in the eight books set designed to prepare for the GARP FRM Exam (2018 year). Risk Management and Investment Management 62. Factor Theory. 63. Factors. 64. Alpha (and the Low-Risk Anomaly). 65. Illiquid Assets. 66. Portfolio Construction. 67. Portfolio Risk: Analytical Methods. 68. VaR and Risk Budgeting in Investment Management. 69. Risk...
Kaplan Inc 2013 year ISBN: 978-1-4277-4495-1 80 pages The book contains two practice exams designed for preparation for the 2013 GARP FRM Exam Part II How to use the FRM practice exams Practice Exam I Practice Exam I Answers Practice Exam II Practice Exam II Answers Distribution tables
Kaplan Inc, 2014. — 80 р. — ISBN: 978-1-4754-3212-9 The book contains two practice exams designed for preparation for the 2014 GARP FRM Exam Part II How to use the FRM practice exams Practice Exam I Practice Exam I Answers Practice Exam II Practice Exam II Answers Distribution tables
Wiley, 2018. — 84 p. To ensure you prepare fully and appropriately for the FRM exam, Wiley FRM Exam Review have painstakingly gone through the 2017 and 2018 curricula line by line to identify exactly what’s new, what’s going away, and what’s different in the new curriculum.
Wiley, 2018. — 34 p. This book has a collection of all the formulas needed to pass the FRM Part II exam for 2018. And provides a short description for each one.
Wiley, 2018. — 34 p. This book has a collection of all the formulas needed to pass the FRM Part II exam for 2018. And provides a short description for each one.
Wiley, 2018. — 457 p. — ISBN: 978-1-119-48145-4. Written from a practitioner point of view and focused on exam results, expert author, Christian Cooper, connects interrelated topics across the curriculum to help you make sense of difficult concepts and learn more efficiently. Designed to help candidates understand, retain, and master the FRM Program curriculum these Study...
Wiley, 2018. — 457 p. — ISBN: 978-1-119-48145-4. Written from a practitioner point of view and focused on exam results, expert author, Christian Cooper, connects interrelated topics across the curriculum to help you make sense of difficult concepts and learn more efficiently. Designed to help candidates understand, retain, and master the FRM Program curriculum these Study...
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