Financial Risk Manager Handbook - Second Edition

Sep 4, 2026

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Financial Risk Manager Handbook, Second Edition, presents foundations and structured guidance for understanding and managing financial risk. It positions the FRM credential within the Global Association of Risk Professionals (GARP) and outlines how professional risk managers build competency using global standards. The front matter describes the Wiley Finance series scope, the authorship of Philippe Jorion, and the FRM program’s mission of education, training, and promotion of best practices worldwide.

LanguageEnglish

CategoryResearch & Report

FormatPDF

Pages734

Reading Time30 h 50 min

AccessFree to download

Preface

Introduction

Part I: Quantitative Analysis

Ch. 1 Bond Fundamentals

[www.LisAri.com](www.LisAri.com) Financial Risk Manager Handbook Second Edition [www.LisAri.com](www.LisAri.com) Founded in 1807, John Wiley & Sons is the oldest independent publishing company in the United States. With ofﬁces in North America, Europe, Australia, and Asia, Wiley is globally committed to developing and marketing print and electronic products and services for our customers’ professional and personal knowledge and understanding. The Wiley Finance series contains books written speciﬁcally for ﬁnance and investment professionals, as well as sophisticated individual investors and their ﬁnancial advisors. Book topics range from portfolio management to e-commerce, risk management, ﬁnancial engineering, valuation, and ﬁnancial instrument analysis, as well as much more. For a list of available titles, please visit our Web site [at www.WileyFinance.com](at www.WileyFinance.com). [www.LisAri.com](www.LisAri.com) Financial Risk Manager Handbook Second Edition Philippe Jorion GARP Wiley John Wiley & Sons, Inc. [www.LisAri.com](www.LisAri.com) Copyright 􀀂 2003 by Philippe Jorion, except for FRM sample questions, which are copyright 1997–2001 by GARP. The FRM designation is a GARP trademark. All rights reserved. Published by John Wiley & Sons, Inc., Hoboken, New Jersey Published simultaneously in Canada No part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning, or otherwise, except as permitted under Section 107 or 108 of the 1976 United States Copyright Act, without either the prior written permission of the Publisher, or authorization through payment of the appropriate per-copy feeto the Copyright Clearance Center, Inc. , 222 Rosewood Drive, Danvers, MA 01923, 978-750-8400, fax 978-750-4470, or [on the web at www.copyright.com. Requests](on the web at www.copyright.com. Requests) to the Publisher for permission should be addressed to the Permissions Department, John Wiley & Sons, Inc., 111 River Street, Hoboken, NJ 07030, 201-748-6011, fax 201-748-6008, e-mail: permcoordinator§[wiley.com](wiley.com). Limit of Liability/Disclaimer of Warranty: While the publisher and author have used their best efforts in preparing this book, they make no representations or warranties with respect to the accuracy or completeness of the contents of this book and speciﬁcally disclaim any implied warranties of merchantability or ﬁtness for a particular purpose. No warranty may be created or extended by sales representatives or written sales materials. The advice and strategies contained herein may not be suitable for your situation. You should consult with a professional where appropriate. Neither the publisher nor author shall be liable for any loss of proﬁt or any other commercial damages, including but not limited to special, incidental, consequential, or other damages. For general information on our other products and services, or technical support, please contact our Customer Care Department within the United States at 800-762-2974, outside the United States at 317-572-3993 or fax 317-572-4002 . Library of Congress Cataloging-in-Publication Data: ISBN 0-471-43003-X Printed in the United States of America. 10 9 8 7 6 5 4 3 2 1 [www.LisAri.com](www.LisAri.com) About the Author Philippe Jorion is Professor of Finance at the Graduate School of Management at the University of California at Irvine. He has also taught at Columbia University, Northwestern University, the University of Chicago, and the University of British Columbia. He holds an M.B.A. and a Ph.D. from the University of Chicago and a degree in engineering from the University of Brussels. Dr. Jorion has authored more than seventy publications directed to academicsand practitioners on the topics of risk management and international ﬁnance. Dr. Jorion has written a number of books, including Big Bets Gone Bad: Deri

FAQs

What is the purpose of the Financial Risk Manager Handbook?

It provides structured knowledge and guidance for understanding and managing financial risk in line with FRM expectations and professional competency standards.

Who is the author of the handbook?

Philippe Jorion, a professor of finance, is listed as the author.

What organization is associated with the FRM designation?

The FRM designation is connected to GARP (the Global Association of Risk Professionals), which describes its mission and the FRM program.

Sep 4, 2026

Upload by Grenda