The Professional risk Managers' Handbook:A Comprehensive Guide to Current Theory and Best Practices

PRM Handbook Introduction and Contents.pdf......Page 1
I.A.1 - Risk and Risk Aversion.PDF......Page 40
I.A.2 - Portfolio Mathematics.pdf......Page 82
I.A.3 - Capital Allocation.pdf......Page 115
I.A.4 - The CAPM and Multifactor Models.pdf......Page 139
I.A.5 - Basics of Capital Structure.pdf......Page 154
I.A.6 - The Term Structure of Interest Rates.pdf......Page 179
I.A.7 - Valuing Forward Contracts.pdf......Page 198
I.A.8 - Basic Principles of Option Pricing.pdf......Page 216
I.B.1 - General Characteristics of Bonds.pdf......Page 238
I.B.2 - The Analysis of Bonds.pdf......Page 255
I.B.3 - Futures and Forwards.pdf......Page 290
I.B.4 - Swaps.pdf......Page 331
I.B.5 - Vanilla Options.pdf......Page 347
I.B.6 - Credit Derivatives.pdf......Page 358
I.B.7 - Caps, Floors and Swaptions.pdf......Page 392
I.B.8 - Convertible Bonds.pdf......Page 407
I.B.9 - Simple Exotics.pdf......Page 429
I.C.1 - The Structure of Financial Markets.pdf......Page 469
I.C.2 - The Money Markets.pdf......Page 495
I.C.3 - Bond Markets.pdf......Page 510
I.C.4 - The Foreign Exchange Market.pdf......Page 533
I.C.5 - The Stock Market.pdf......Page 552
I.C.6 - The Futures Markets.pdf......Page 573
I.C.7 - The Structure of Commodities Markets.pdf......Page 609
I.C.8 - The Energy Markets.pdf......Page 636
II.A - Foundations.pdf......Page 669
II.B - Descriptive Statistics.pdf......Page 692
II.C - Calculus.pdf......Page 721
II.D - Linear Mathematics and Matrix Algebra.pdf......Page 752
II.E - Probability Theory in Finance.pdf......Page 785
II.F - Regression Analysis in Finance.pdf......Page 820
II.G - Numerical Methods.pdf......Page 848
III.A.1 - Market Risk Management.pdf......Page 876
III.A.2 - Introduction to Value at Risk Models.pdf......Page 908
III.A.3 - Advanced Value at Risk Models.pdf......Page 947
III.A.4 - Stress Testing.pdf......Page 988
III.B.2 - Foundations of Credit Risk Modelling.pdf......Page 1023
III.B.3 - Credit Exposure.pdf......Page 1037
III.B.4 - Default and Credit Migration.pdf......Page 1054
III.B.5 - Portfolio Models of Credit Loss.pdf......Page 1083
III.B.6 - Credit Risk Capital Calculation.pdf......Page 1124
III.C.1 - The Operational Risk Management Framework.pdf......Page 1152
III.C.2 - Operational Risk Process Models.pdf......Page 1176
III.C.3 - Operational Value-at-Risk.pdf......Page 1203
III.0 - Capital Allocation and RAPM.pdf......Page 1225
PRM_Self_Study_Guide.pdf......Page 1254
Exam_Guide.pdf......Page 1334
Executive Summary......Page 1336
Program Design......Page 1337
Program Dates and Locations......Page 1338
Fees & Registration Details......Page 1339
Taking the Exams......Page 1340
PRM Syllabus......Page 1343
How to Prepare for the Exams......Page 1346
FAQ......Page 1348
Sample Exam Questions......Page 1352