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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.