The sixth edition of the
Financial Risk Manager Handbook
was published by Wiley in 2010.
This is the official book for the FRM examination organized by the
Global Association of Risk Professionals (GARP).
This Handbook provides the core body of knowledge for financial risk
managers.
The book lays down methodological foundations with
the essentials of quantitative methods and capital markets.
It provides in-depth coverage of
market, credit, and operational risk management
as well as reporting and regulation.
This is an ideal text for self-study instruction and in-house training
in financial risk management.
This new edition has been expanded to cover the latest FRM exam topics,
including recent developments.
Audience: Professionals, advanced MBA courses in risk
management.
Order the book at
Wiley.
Professor Jorion wrote the first book on VAR,
Value at Risk: The New Benchmark for Managing Financial Risk,
published by McGraw-Hill in 1996.
The book has been translated into Chinese, Hungarian, Japanese,
Korean, Polish, Portuguese, and Spanish.
It has been called an "industry standard".
The third edition was published in August 2006,
after extensive revisions.
Audience: Professionals, advanced MBA courses in risk
management.
Order the book at Amazon.
Professor Jorion wrote the first account of the Orange County
disaster,
Big Bets Gone Bad: Derivatives and Bankruptcy in Orange County,
published by Academic Press (September 1995).
Audience: General public,
or anyone worried by derivatives and big losses.
Order the book at
Amazon.
Financial Risk Management: Domestic and International
Dimensions,
with Sarkis Khoury, published by Blackwell (March 1995).
Audience:
Advanced MBA courses in investment and portfolio management.
Order the book at
Amazon.