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Financial Risk Management Part I, Valuation and Risk Models
This text book is meant for students sitting for FRM examination. It covers the following - Value-at-Risk (VaR) - Option valuation - Fixed income valuation - Country and sovereign risk models and management - External and internal credit ratings - Expected and unexpected losses - Operational risk - Stress testing and scenario analysis
350 pages, Paperback
Published January 1, 2014
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GARP (Global Association of Risk Professionals)
37 books10 followersGARP (Global Association of Risk Professionals)
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