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Financial Risk Manager Handbook + Test Bank: FRM Part I / Part II, 6th Edition by Philippe Jorion

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About the Author

Philippe Jorion is a Professor of Finance at the Paul Merage School of Business at the University of California at Irvine. He has also been a professor at Columbia University, Northwestern University, the University of Chicago, and the University of British Columbia. In addition, he taught the risk management class in the Master of Financial Engineering programs at the University of California at Berkeley and University of California at Los Angeles. He holds an M.B.A. and a Ph.D. from the University of Chicago and a degree in engineering from the University of Brussels. Dr. Jorion is also a managing director at Pacific Alternative Asset Management Company (PAAMCO), a global fund of hedge funds with approximately $10 billion under management. PAAMCO is one of the few funds of funds to require position-level transparency from all invested hedge funds. This information is used to provide various measures of portfolio risk as well as to develop tools that help investors to understand the drivers of the funds' alpha and to detect style drift.

Dr. Jorion is the author of more than 100 publications directed to academics and practitioners on the topics of risk management and international finance. He has also written a number of books, including Big Bets Gone Bad: Derivatives and Bankruptcy in Orange County, the first account of the largest municipal failure in U.S. history, and Value at Risk: The New Benchmark for Managing Financial Risk, which is aimed at finance practitioners ...

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