2018年FRM二级-第一册.pdfVIP

2018 FINANCIAL RISK MANAGER (FRM ) EXAM PART II Seventh Custom Edition fo r the Global Association o f Risk Professionals MARKET RISK MEASUREMENT AND MANAGEMENT PEARSON ALWAYS L E A R N I N G 2018 Financial Risk Manager (FRM®) Exam Part II Market Risk Measurement and Management Seventh Custom Edition for Global Association of Risk Professionals Global Association of Risk Professionals Excerpts taken from: Options, Futures, and Other Derivatives, Tenth Edition by John C. Hull Excerpts taken from: Options, Futures, and Other Derivatives, Tenth Edition by John C. Hull Copyright © 2017, 2015, 2012, 2009, 2006, 2003, 2000 by Pearson Education, Inc. New York, New York 10013 Copyright © 2018, 2017, 2016, 2015, 2014, 2013, 2012 by Pearson Learning Solutions All rights reserved. This copyright covers material written expressly for this volume by the editor/s as well as the compilation itself. It does not cover the individual selections herein that first appeared elsewhere. Permission to reprint these has been obtained by Pearson Learning Solutions for this edition only. Further reproduction by any means, electronic or mechanical, including photocopying and recording, or by any information storage or retrieval system, must be arranged with the individual copyright holders noted. Grateful acknowledgment is made to the following sources for permission to reprint material copyrighted or controlled by them: "Estimating Market Risk Measures," and "Some Correlation Basics