regression using splines, are introduced as needed. The classical methods of finance such as portfolio theory, CAPM, and the …:Introduction * Probability and Statistical Models * Returns * Time Series Models * Portfolio Theory * Regression * The Capital Asset Pricing … Model * Options Pricing * Fixed Income Securities * Resampling * Value-at-Risk * GARCH models * Nonparametric Regression and …

"GARP's Foundations of Banking Risk and Regulation introduces risk professionals to the advanced components and … terminology in banking risk and regulation globally. It helps them develop an understanding of the methods for the measurement and … banking regulation and disclosure of market information. The book is GARP's required text used by risk professionals looking …

.3 The Capital Asset Pricing Model -- 1.3.1 Assumptions -- 1.3.2 Alpha -- 1.4 Arbitrage Pricing Theory -- 1.5 Risk vs. Return …Intro -- Risk Management and Financial Institutions -- Contents in Brief -- Contents -- Business Snapshots -- Preface … -- New Material -- Slides -- Questions and Problems -- Instructor Material -- Acknowledgments -- 1 Introduction -- 1.1 Risk …