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5 Chapters from

Book Title:	Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and ...
Book Author(s):	Grinold, Richard Kahn, Ronald
Publisher:	McGraw-Hill
Publisher Year:	2000
Chapters Included in Collection:
	Chapter 5 - Residual Risk and Return: The Information Ratio
	Chapter 6 - The Fundamental Law of Active Management
	Chapter 8 - Valuation in Theory
	Chapter 9 - Valuation in Practice
	Chapter 17 - Performance Analysis
Collection Price:	GARP Member (Non-Affiliate): US$16.00
	Affiliate & Non-Member: US$22.00
Printing Price:	US$8.40

14 Chapters from

Book Title:	All You Need to Know About Ethics and Finance
Book Author(s):	Persaud, Avinash Plender, John
Publisher:	Longtail Publishing Limited
Publisher Year:	2007
Chapters Included in Collection:
	Chapter 1 - Why the Business Ethics Movement Failed
	Chapter 2 - How to Do Your Own Ethical Thing
	Chapter 3 - Fiduciaries
	Chapter 4 - Mis-selling and Investor Protection
	Chapter 5 - Investing and Speculating
	Chapter 6 - Creative Accounting/Hitting the Numbers
	Chapter 7 - Tax Avoidance
	Chapter 8 - Whistleblowing
	Chapter 9 - Independent Directors
	Chapter 10 - Bankers and Advisors
	Chapter 11 - Auditors
	Chapter 12 - Analysts
	Chapter 13 - Regulators
	Chapter 14 - Finale
Collection Price:	GARP Member (Non-Affiliate): US$40.00
	Affiliate & Non-Member: US$44.00
Printing Price:	US$11.90

10 Chapters from

Book Title:	An Undergraduate Introduction to Financial Mathematics
Book Author(s):	Buchanan, J. Robert
Publisher:	World Scientific Publishing Company
Publisher Year:	2006
Chapters Included in Collection:
	Chapter 1 - The Theory of Interest
	Chapter 2 - Discrete Probability
	Chapter 3 - Normal Random Variables and Probability
	Chapter 4 - The Arbitrage Theorem
	Chapter 5 - Random Walks and Brownian Motion
	Chapter 6 - Options
	Chapter 7 - Solution of the Black-Scholes Equation
	Chapter 8 - Derivatives of Black-Scholes Option Prices
	Chapter 9 - Hedging
	Chapter 10 - Optimizing Portfolios
Collection Price:	GARP Member (Non-Affiliate): US$44.00
	Affiliate & Non-Member: US$48.00
Printing Price:	US$14.00

12 Chapters from

Book Title:	Analysis of Financial Time Series, 2nd Edition
Book Author(s):	Tsay, Ruey
Publisher:	John Wiley & Sons, Inc.
Publisher Year:	2005
Chapters Included in Collection:
	Chapter 1 - Financial time series and their characteristics
	Chapter 2 - Linear Time Series Analysis and Its Applications
	Chapter 3 - Conditional Heteroscedastic Models
	Chapter 4 - Nonlinear Models and Their Applications
	Chapter 5 - High-Frequency Data Analysis and Market Microstructure
	Chapter 6 - Continuous-Time Models and Their Applications
	Chapter 7 - Extreme Values, Quantile Estimation, and Value at Risk
	Chapter 8 - Multivariate Time Series Analysis and Its Application
	Chapter 9 - Principal Component Analysis and Factor Models
	Chapter 10 - Multivariate Volatility Models and Their Applications
	Chapter 11 - State-Space Models and Kalman Filter
	Chapter 12 - Markov Chain Monte Carlo Methods with Applications
Collection Price:	GARP Member (Non-Affiliate): US$78.00
	Affiliate & Non-Member: US$82.00
Printing Price:	US$29.75

16 Chapters from

Book Title:	Asset Price Dynamics, Volatility, and Prediction
Book Author(s):	Taylor, Stephen J.
Publisher:	Princeton University Press
Publisher Year:	2005
Chapters Included in Collection:
	Chapter 1 - Introduction
	Chapter 2 - Prices and Returns
	Chapter 3 - Stochastic Processes: Definitions and Examples
	Chapter 4 - Stylized Facts for Financial Returns
	Chapter 5 - The Variance-Ratio Test of the Random Walk Hypothesis
	Chapter 6 - Further Tests of the Random Walk Hypothesis
	Chapter 7 - Trading Rules and Market Efficiency
	Chapter 8 - An Introduction to Volatility
	Chapter 9 - ARCH Models: Definitions and Examples
	Chapter 10 - ARCH Models: Selection and Likelihood Methods
	Chapter 11 - Stochastic Volatility Models
	Chapter 12 - High-Frequency Data and Models
	Chapter 13 - Continuous-Time Stochastic Processes
	Chapter 14 - Option Pricing Formulae
	Chapter 15 - Forecasting Volatility
	Chapter 16 - Density Prediction for Asset Prices
Collection Price:	GARP Member (Non-Affiliate): US$52.00
	Affiliate & Non-Member: US$55.00
Printing Price:	US$24.50

5 Chapters from

Book Title:	Convertible Arbitrage: Insights and Techniques for Successful Hedging
Book Author(s):	Calamos, Nick
Publisher:	John Wiley & Sons, Inc.
Publisher Year:	2003
Chapters Included in Collection:
	Chapter 5 - Convertible Arbitrage Techniques - Delta Hedging
	Chapter 6 - Gamma Capture Hedging
	Chapter 7 - Convertible Option Hedge Techniques
	Chapter 8 - Convertible Asset Swaps and Credit Default Swaps
	Chapter 9 - Non-Traditional Hedges
Collection Price:	GARP Member (Non-Affiliate): US$18.00
	Affiliate & Non-Member: US$20.00
Printing Price:	US$7.70

8 Chapters from

Book Title:	Credit Derivatives and Synthetic Structures: A Guide to Instruments and Applications, ...
Book Author(s):	Tavakoli, Janet
Publisher:	John Wiley & Sons, Inc.
Publisher Year:	2001
Chapters Included in Collection:
	Chapter 2 - Total Rate of Return Swaps - Synthetic Financing
	Chapter 3 - Credit Default Swaps and Options
	Chapter 4 - Exotic Structures
	Chapter 5 - Sovereign Risk and Emerging Markets
	Chapter 6 - Credit-Linked Notes
	Chapter 7 - Synthetic Collaterized Loan Obligations
	Chapter 8 - Selected Documentation, Regulatory, Booking and Legal Issues
	Chapter 9 - Future of the Gold Market
Collection Price:	GARP Member (Non-Affiliate): US$38.00
	Affiliate & Non-Member: US$42.00
Printing Price:	US$15.40

5 Chapters from

Book Title:	Credit Derivatives: Application, Pricing, and Risk Management
Book Author(s):	Meissner, Gunter
Publisher:	Blackwell Publishing
Publisher Year:	2005
Chapters Included in Collection:
	Chapter 2 - Credit Derivatives Products
	Chapter 3 - Synthetic Structures
	Chapter 4 - Application of credit derivatives
	Chapter 5 - The pricing of credit derivatives
	Chapter 6 - Risk management with credit derivatives
Collection Price:	GARP Member (Non-Affiliate): US$60.00
	Affiliate & Non-Member: US$65.00
Printing Price:	US$14.00

9 Chapters from

Book Title:	Credit Risk Modeling: Theory and Applications
Book Author(s):	Lando, David
Publisher:	Princeton University Press
Publisher Year:	2004
Chapters Included in Collection:
	Chapter 1 - An Overview
	Chapter 2 - Corporate Liabilities as Contingent Claims
	Chapter 3 - Endogenous Default Boundaries and Optimal Capital Structure
	Chapter 4 - Statistical Techniques for Analyzing Defaults
	Chapter 5 - Intensity Modeling
	Chapter 6 - Rating-Based Term-Structure Models
	Chapter 7 - Credit Risk and Interest-Rate Swaps
	Chapter 8 - Credit Default Swaps, CDOs, and Related Products
	Chapter 9 - Modeling Dependent Defaults
Collection Price:	GARP Member (Non-Affiliate): US$56.00
	Affiliate & Non-Member: US$60.00
Printing Price:	US$17.50

13 Chapters from

Book Title:	Credit Risk: Pricing, Measurement, and Management
Book Author(s):	Duffie, Darrell Singleton, Kenneth
Publisher:	Princeton University Press
Publisher Year:	2003
Chapters Included in Collection:
	Chapter 1 - Introduction
	Chapter 2 - Economic Principles of Risk Management
	Chapter 3 - Default Arrival: Historical Patterns and Statistical Models
	Chapter 4 - Rating Transitions: Historical Patterns and Statistical Models
	Chapter 5 - Conceptual Approaches to Valuation of Default Risk
	Chapter 6 - Pricing Corporate and Sovereign Bonds
	Chapter 7 - Empirical Models of Defaultable Bond Spreads
	Chapter 8 - Credit Swaps
	Chapter 9 - Optional Credit Pricing
	Chapter 10 - Correlated Defaults
	Chapter 11 - Collateralized Debt Obligations
	Chapter 12 - Over-the-Counter Default Risk and Valuation
	Chapter 13 - Integrated Market and Credit Risk Measurement
Collection Price:	GARP Member (Non-Affiliate): US$65.00
	Affiliate & Non-Member: US$70.00
Printing Price:	US$18.20

3 Chapters from

Book Title:	Derivatives Markets, 2nd Edition
Book Author(s):	McDonald, Robert
Publisher:	Addison-Wesley
Publisher Year:	2006
Chapters Included in Collection:
	Chapter 2 - An Introduction to Forwards and Options
	Chapter 3 - Insurance, Collars, and Other Strategies
	Chapter 6 - Commodity Forwards and Futures
Collection Price:	GARP Member (Non-Affiliate): US$22.00
	Affiliate & Non-Member: US$24.00
Printing Price:	US$7.00

12 Chapters from

Book Title:	Dynamic Asset Pricing Theory, Third Edition
Book Author(s):	Duffie, Darrell
Publisher:	Princeton University Press
Publisher Year:	2001
Chapters Included in Collection:
	Chapter 1 - Introduction to State Pricing
	Chapter 2 - The Basic Multiperiod Model
	Chapter 3 - The Dynamic Programming Approach
	Chapter 4 - The Infinite-Horizon Setting
	Chapter 5 - The Black-Scholes Model
	Chapter 6 - State Prices and Equivalent Martingale Measures
	Chapter 7 - Term-Structure Models
	Chapter 8 - Derivative Pricing
	Chapter 9 - Portfolio and Consumption Choice
	Chapter 10 - Equilibrium
	Chapter 11 - Corporate Securities
	Chapter 12 - Numerical Methods
Collection Price:	GARP Member (Non-Affiliate): US$68.00
	Affiliate & Non-Member: US$72.00
Printing Price:	US$19.95

3 Chapters from

Book Title:	Dynamic Portfolio Theory and Management: Using Active Asset Allocation to Improve ...
Book Author(s):	Oberuc, Richard
Publisher:	McGraw-Hill
Publisher Year:	2004
Chapters Included in Collection:
	Chapter 2 - Arbitrage Pricing Theory
	Chapter 3 - Factors Influencing Stock Returns
	Chapter 4 - Factors Influencing Bond Returns
Collection Price:	GARP Member (Non-Affiliate): US$12.00
	Affiliate & Non-Member: US$13.00
Printing Price:	US$4.90

16 Chapters from

Book Title:	Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
Book Author(s):	Singleton, Kenneth
Publisher:	Princeton University Press
Publisher Year:	2006
Chapters Included in Collection:
	Chapter 1 - Introduction
	Chapter 2 - Model Specification and Estimation Strategies
	Chapter 3 - Large-Sample Properties of Extremum Estimators
	Chapter 4 - Goodness-of-Fit and Hypothesis Testing
	Chapter 5 - Affine Processes
	Chapter 6 - Simulation-Based Estimators of DAPMs
	Chapter 7 - Stochastic Volatility, Jumps, and Asset Returns
	Chapter 8 - Pricing Kernels and DAPMs
	Chapter 9 - Linear Asset Pricing Models
	Chapter 10 - Consumption-Based DAPMs
	Chapter 11 - Pricing Kernels and Factor Models
	Chapter 12 - Models of the Term Structure of Bond Yields
	Chapter 13 - Empirical Analyses of Dynamic Term Structure Models
	Chapter 14 - Term Structures of Corporate Bond Spreads
	Chapter 15 - Equity Option Pricing Models
	Chapter 16 - Pricing Fixed-Income Derivatives
Collection Price:	GARP Member (Non-Affiliate): US$52.00
	Affiliate & Non-Member: US$55.00
Printing Price:	US$25.20

7 Chapters from

Book Title:	Financial Institutions Management: A Risk Management Approach, 5th Edition
Book Author(s):	Cornett, Marcia Millon Saunders, Anthony
Publisher:	McGraw-Hill
Publisher Year:	2005
Chapters Included in Collection:
	Chapter 10 - Market Risk
	Chapter 11 - Credit Risk: Individual Loan Risk
	Chapter 12 - Credit Risk: Loan Portfolio and Concentration Risk
	Chapter 14 - Technology and Other Operational Risks
	Chapter 15 - Foreign Exchange Risk
	Chapter 16 - Sovereign Risk
	Chapter 27 - Loan Sales and Other Credit Risk Management Techniques
Collection Price:	GARP Member (Non-Affiliate): US$32.00
	Affiliate & Non-Member: US$36.00
Printing Price:	US$10.50

8 Chapters from

Book Title:	Financial Risk Management: A Practitioner`s Guide to Managing Market and Credit ...
Book Author(s):	Allen, Steven
Publisher:	John Wiley & Sons, Inc.
Publisher Year:	2003
Chapters Included in Collection:
	Chapter 3 - Operational Risk
	Chapter 4 - Financial Disasters
	Chapter 5 - Managing Market Risk
	Chapter 6 - Model Risk
	Chapter 7 - Managing Spot Risk
	Chapter 8 - Managing Forward Risk
	Chapter 9 - Managing Vanilla Options Risk
	Chapter 10 - Managing Exotic Options Risk
Collection Price:	GARP Member (Non-Affiliate): US$35.00
	Affiliate & Non-Member: US$39.00
Printing Price:	US$14.00

9 Chapters from

Book Title:	Fixed Income Securities: Tools for Today`s Markets
Book Author(s):	Tuckman, Bruce
Publisher:	John Wiley & Sons, Inc.
Publisher Year:	2002
Chapters Included in Collection:
	Chapter 1 - Bond Prices, Discount Factors, and Arbitrage
	Chapter 2 - Bond Prices, Spot Rates, and Forward Rates
	Chapter 3 - Yield-to-Maturity
	Chapter 4 - Generalizations and Curve Fitting
	Chapter 5 - One-Factor Measures of Price Sensitivity
	Chapter 6 - Measures of Price Sensitivity Based on Parallel Yield Shifts
	Chapter 7 - Key Rate and Bucket Exposures
	Chapter 9 - The Science of Term Structure Models
	Chapter 21 - Mortgage-Backed Securities
Collection Price:	GARP Member (Non-Affiliate): US$31.00
	Affiliate & Non-Member: US$34.00
Printing Price:	US$12.60

16 Chapters from

Book Title:	Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation
Book Author(s):	Choudhry, Moorad
Publisher:	Bloomberg Press
Publisher Year:	2005
Chapters Included in Collection:
	Chapter 1 - The Bond Instrument
	Chapter 2 - Bond Instruments and Interest Rate Risk
	Chapter 3 - Bond Pricing and Spot and Forward Rates
	Chapter 4 - Interest Rate Modeling
	Chapter 5 - Fitting the Yield Curve
	Chapter 6 - Forwards and Futures Valuation
	Chapter 7 - Swaps
	Chapter 8 - Options
	Chapter 9 - Measuring Option Risk
	Chapter 11 - The Analysis of Bonds with Embedded Options
	Chapter 12 - Inflation-Indexed Bonds
	Chapter 13 - Hybrid Securities
	Chapter 14 - Securitization and Mortgage-Backed Securities
	Chapter 15 - Collateralized Debt Obligations
	Chapter 16 - The Yield Curve, Bond Yield, and Spot Rates
	Chapter 17 - Approaches to Trading
Collection Price:	GARP Member (Non-Affiliate): US$36.00
	Affiliate & Non-Member: US$38.00
Printing Price:	US$17.50

5 Chapters from

Book Title:	Futures, Options, and Swaps
Book Author(s):	Kolb, Robert W.
Publisher:	Blackwell Publishing
Publisher Year:	2003
Chapters Included in Collection:
	Chapter 7 - Stock Index Futures: Introduction
	Chapter 8 - Stock Index Futures: Refinements
	Chapter 11 - Option payoffs and option strategies
	Chapter 13 - European Option Pricing
	Chapter 20 - The Swaps Market: Introduction
Collection Price:	GARP Member (Non-Affiliate): US$23.00
	Affiliate & Non-Member: US$25.00
Printing Price:	US$10.50

11 Chapters from

Book Title:	Hedge Fund of Funds Investing: An Investor’s Guide
Book Author(s):	Nicholas, Joseph
Publisher:	Bloomberg Press
Publisher Year:	2004
Chapters Included in Collection:
	Chapter 1 - Fund of Funds in the Hedge Fund Industry
	Chapter 2 - Hedge Fund Investment Strategies
	Chapter 3 - Fund of Funds Mechanics and the Two-Tiered Structure
	Chapter 4 - Advantages and Disadvantages of Funds of Funds
	Chapter 5 - Performance of Funds of Funds
	Chapter 6 - Fund of Funds in a Portfolio With Traditional Assets
	Chapter 7 - Defining Objectives and Identifying Candidates
	Chapter 8 - Issues in Due Diligence: The Fund of Funds Firm
	Chapter 9 - Issues in Due Diligence: Portfolio Management
	Chapter 10 - Issues in Due Diligence: Risk Management
	Chapter 11 - Fund of Funds Selection Case Study
Collection Price:	GARP Member (Non-Affiliate): US$31.00
	Affiliate & Non-Member: US$33.00
Printing Price:	US$9.10

16 Chapters from

Book Title:	Hedge Fund Risk Fundamentals: Solving the Risk Management and Transparency Challenge
Book Author(s):	Horwitz, Richard
Publisher:	Bloomberg Press
Publisher Year:	2004
Chapters Included in Collection:
	Chapter 1 - Volatility
	Chapter 2 - Diversification
	Chapter 3 - Leverage
	Chapter 4 - Illiquidity
	Chapter 5 - Measuring Risk
	Chapter 6 - Understanding the Source of Risk
	Chapter 7 - Risk Visualization and Articulation
	Chapter 8 - Risk Culture
	Chapter 9 - Non-Market Risk Management
	Chapter 10 - Constructing a Fund
	Chapter 11 - Performance Attribution
	Chapter 12 - Risk Budgeting
	Chapter 13 - NAV/Return Reporting
	Chapter 14 - Constructing a Portfolio of Funds
	Chapter 15 - Risk Due Diligence
	Chapter 16 - Transparency
Collection Price:	GARP Member (Non-Affiliate): US$28.00
	Affiliate & Non-Member: US$30.00
Printing Price:	US$8.40

16 Chapters from

Book Title:	Inside the Yield Book: The Classic that Created the Science of ...
Book Author(s):	Homer, Sidney Leibowitz, Martin L.
Publisher:	Bloomberg Press
Publisher Year:	2004
Chapters Included in Collection:
	Chapter 99 - Some Topics That Didn`t Make It into the 1972 Edition (* new material from 2004 Edition)
	Chapter 1 - Interest on Interest (* from the Original Edition, 1972)
	Chapter 2 - The Power of Compound Interest, Perpetual Bonds and Discount Bonds (* from the Original Edition, 1972)
	Chapter 3 - The Volatility of Bond Prices (* from the Original Edition, 1972)
	Chapter 4 - The Yields of Premium Bonds, Par Bonds and Discount Bonds (* from the Original Edition, 1972)
	Chapter 5 - The Price Volatility of Premium Bonds, Par Bonds and Discount Bonds (* from the Original Edition, 1972)
	Chapter 6 - Evaluating Bond Portfolio Swaps (* from Original Edition, 1972)
	Chapter 7 - Yield Pickup Swaps and Realized Losses (* from the Original Edition, 1972)
	Chapter 8 - Simple and Compound Interest (* from the Original Edition, 1972)
	Chapter 9 - The Time Value of Money (* from the Original Edition, 1972)
	Chapter 10 - The Future Value of a Cash Flow (* from the Original Edition, 1972)
	Chapter 11 - The Present Value of a Cash Flow (* from the Original Edition, 1972)
	Chapter 12 - The Concept of Yield-to-Maturity (* from the Original Edition, 1972)
	Chapter 13 - Accrued Interest and Dollar Prices (* from the Original Edition, 1972)
	Chapter 14 - The Yield to Call (* from the Original Edition, 1972)
	Chapter 15 - Total Realized Compound Yield (* from the Original Edition, 1972)
Collection Price:	GARP Member (Non-Affiliate): US$27.00
	Affiliate & Non-Member: US$30.00
Printing Price:	US$14.00

2 Chapters from

Book Title:	Interest Rate Risk Modeling: The Fixed Income Valuation Course
Book Author(s):	Beliaeva, Natalia Nawalkha, Sanjay Soto, Gloria
Publisher:	John Wiley & Sons, Inc.
Publisher Year:	2005
Chapters Included in Collection:
	Chapter 2 - Bond price, duration and convexity
	Chapter 3 - Estimation of the term structure of interest rates
Collection Price:	GARP Member (Non-Affiliate): US$10.00
	Affiliate & Non-Member: US$11.00
Printing Price:	US$3.50

3 Chapters from

Book Title:	Investment Manager Analysis: A Comprehensive Guide to Portfolio Selection, Monitoring, and ...
Book Author(s):	Travers, Frank
Publisher:	John Wiley & Sons, Inc.
Publisher Year:	2004
Chapters Included in Collection:
	Chapter 12 - Investment Manager Scoring Model
	Chapter 14 - Fixed Income Manager Analysis
	Chapter 15 - Hedge Fund Manager Analysis
Collection Price:	GARP Member (Non-Affiliate): US$11.00
	Affiliate & Non-Member: US$12.00
Printing Price:	US$6.30

9 Chapters from

Book Title:	Investment Performance Measurement
Book Author(s):	Feibel, Bruce
Publisher:	John Wiley & Sons, Inc.
Publisher Year:	2003
Chapters Included in Collection:
	Chapter 2 - Single Period Return
	Chapter 3 - Money-Weighted Return
	Chapter 4 - Time-Weighted Return
	Chapter 5 - Multiperiod Return
	Chapter 6 - Adjusting Returns for Impact of Fees, Taxes, and Currency
	Chapter 7 - Measuring Relative Return
	Chapter 8 - Risk
	Chapter 9 - Absolute Risk
	Chapter 10 - Downside Risk
Collection Price:	GARP Member (Non-Affiliate): US$24.00
	Affiliate & Non-Member: US$26.00
Printing Price:	US$6.30

9 Chapters from

Book Title:	Investments, Seventh Edition
Book Author(s):	Bodie, Zvi Kane, Alex
Publisher:	McGraw-Hill
Publisher Year:	2008
Chapters Included in Collection:
	Chapter 9 - The Capital Asset Pricing Model
	Chapter 10 - Arbitrage Pricing Theory and Multifactor Models of Risk and Return
	Chapter 11 - The Efficient Market Hypothesis
	Chapter 12 - Behavioral Finance and Technical Analysis
	Chapter 13 - Empirical Evidence on Security Returns
	Chapter 20 - Options Markets: Introduction
	Chapter 21 - Option Valuation
	Chapter 22 - Futures Markets
	Chapter 23 - Futures and Swaps: Markets and Applications
Collection Price:	GARP Member (Non-Affiliate): US$45.00
	Affiliate & Non-Member: US$50.00
Printing Price:	US$19.60

7 Chapters from

Book Title:	Investors and Markets: Portfolio Choices, Asset Prices, and Investment Advice
Book Author(s):	Sharpe, William F.
Publisher:	Princeton University Press
Publisher Year:	2006
Chapters Included in Collection:
	Chapter 1 - Introduction
	Chapter 3 - Preferences
	Chapter 4 - Prices
	Chapter 5 - Positions
	Chapter 6 - Predictions
	Chapter 7 - Protection
	Chapter 8 - Advice
Collection Price:	GARP Member (Non-Affiliate): US$30.00
	Affiliate & Non-Member: US$33.00
Printing Price:	US$9.10

2 Chapters from

Book Title:	Liability Hedging and Portfolio Choice
Book Author(s):	Scherer, Bernd
Publisher:	Risk Books
Publisher Year:	2005
Chapters Included in Collection:
	Chapter 4 - Liabilities and Portfolio Theory
	Chapter 5 - Theory of the Firm versus Portfolio Theory
Collection Price:	GARP Member (Non-Affiliate): US$45.00
	Affiliate & Non-Member: US$50.00
Printing Price:	US$7.00

11 Chapters from

Book Title:	Managing Credit Risk: The Next Great Financial Challenge
Book Author(s):	Altman, Edward I. Caouette, John B. Narayanan, Paul
Publisher:	John Wiley & Sons, Inc.
Publisher Year:	1998
Chapters Included in Collection:
	Chapter 6 - The Rating Agencies
	Chapter 7 - Classic Credit Analysis
	Chapter 11 - Corporate Credit Risk Models Based on Stock Price
	Chapter 15 - Default Rates, Losses, and Recoveries
	Chapter 16 - Credit Risk Migration
	Chapter 17 - Introduction to Portfolio Approaches
	Chapter 18 - Credit Pricing, Risk-Adjusted Returns, and Allocation of Capital
	Chapter 19 - Application of Portfolio Approaches
	Chapter 20 - Credit Derivatives
	Chapter 21 - Credit Risk of Derivatives
	Chapter 23 - Structured Finance
Collection Price:	GARP Member (Non-Affiliate): US$27.00
	Affiliate & Non-Member: US$30.00
Printing Price:	US$16.80

3 Chapters from

Book Title:	Managing Energy Price Risk
Book Editor:	Kaminski, Vincent
Publisher:	Risk Books
Publisher Year:	2004
Chapters Included in Collection:
	Chapter 1 - Energy Swaps
	Chapter 2 - Energy Options
	Chapter 3 - Energy Exotic Options
Collection Price:	GARP Member (Non-Affiliate): US$25.00
	Affiliate & Non-Member: US$29.00
Printing Price:	US$9.45

6 Chapters from

Book Title:	Measuring and Managing Credit Risk
Book Author(s):	De Servigny, Arnaud Renault, Olivier
Publisher:	McGraw-Hill
Publisher Year:	2004
Chapters Included in Collection:
	Chapter 2 - External and Internal Ratings
	Chapter 3 - Default Risk: Quantitative Methodologies
	Chapter 4 - Loss Given Default
	Chapter 6 - Credit Risk Portfolio Models
	Chapter 7 - Credit Risk Management and Strategic Capital Allocation
	Chapter 10 - Regulation
Collection Price:	GARP Member (Non-Affiliate): US$33.00
	Affiliate & Non-Member: US$37.00
Printing Price:	US$16.80

14 Chapters from

Book Title:	Modeling, Measuring, and Hedging Operational Risk
Book Author(s):	Cruz, Marcelo
Publisher:	John Wiley & Sons, Inc.
Publisher Year:	2002
Chapters Included in Collection:
	Chapter 2 - Database Modeling
	Chapter 3 - Severity Models
	Chapter 4 - Extreme Value Theory
	Chapter 5 - Frequency models
	Chapter 6 - Operational Value at Risk
	Chapter 7 - Stochastic Processes in Operational Risk
	Chapter 8 - Causal Models: Applying Econometrics and Time Series Statistics to Operational Risk
	Chapter 9 - Non-Linear Models in Operational Risk
	Chapter 10 - Bayesian Techniques in Operational Risk
	Chapter 11 - Operational Risk Reporting, Control and Management
	Chapter 12 - Stress Test and Scenario Analysis
	Chapter 13 - Operational Risk Derivatives
	Chapter 14 - Developing a Hedging Program for Operational Risk
	Chapter 15 - Operational Risk Regulatory Capital
Collection Price:	GARP Member (Non-Affiliate): US$52.00
	Affiliate & Non-Member: US$56.00
Printing Price:	US$14.00

7 Chapters from

Book Title:	Modern Investment Management: An Equilibrium Approach
Book Editor:	Litterman, Robert The Quantitative Resources Group, Goldman Sachs Asset Management
Publisher:	John Wiley & Sons, Inc.
Publisher Year:	2003
Chapters Included in Collection:
	Chapter 2 - The Insights of Modern Portfolio Theory
	Chapter 3 - Risk Measurement
	Chapter 4 - The Capital Asset Pricing Model
	Chapter 7 - Beyond Equilibrium, the Black-Litterman Approach
	Chapter 13 - Developing an Optimal Active Risk Budget
	Chapter 17 - Risk Monitoring and Performance Measurement
	Chapter 25 - Global Tactical Asset Allocation
Collection Price:	GARP Member (Non-Affiliate): US$22.00
	Affiliate & Non-Member: US$24.00
Printing Price:	US$7.00

6 Chapters from

Book Title:	Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
Book Author(s):	Rebonato, Riccardo
Publisher:	Princeton University Press
Publisher Year:	2002
Chapters Included in Collection:
	Chapter 1 - Putting the Modern Pricing Approach in Perspective
	Chapter 5 - Determining the No-Arbitrage Drifts of Forward Rates
	Chapter 6 - Instantaneous Volatilities
	Chapter 7 - Specifying the Instantaneous Correlation Function
	Chapter 8 - Fitting the Instantaneous Volatility Functions
	Chapter 10 - Calibrating a Forward-Rate-Based LIBOR Market Model to Swaption Prices
Collection Price:	GARP Member (Non-Affiliate): US$30.00
	Affiliate & Non-Member: US$33.00
Printing Price:	US$11.20

8 Chapters from

Book Title:	Modern Risk Management: A History
Book Editor:	Field, Peter
Publisher:	Risk Books
Publisher Year:	2003
Chapters Included in Collection:
	Chapter 32 - Medium-Term Risk Management Lessons from Long-Term Capital Management
	Chapter 33 - Metallgesellschaft
	Chapter 34 - Analysis of the Orange County Disaster
	Chapter 35 - Allied Irish Bank
	Chapter 36 - Scenes from a Tragedy - Bankers Trust and Procter & Gamble
	Chapter 37 - Singapore Sting - Barings
	Chapter 38 - A Question of Authority - Hammersmith and Fulham
	Chapter 39 - Full Metal Racket - Sumitomo Corporation
Collection Price:	GARP Member (Non-Affiliate): US$48.00
	Affiliate & Non-Member: US$54.00
Printing Price:	US$4.20

3 Chapters from

Book Title:	Portfolio Theory and Performance Analysis
Book Author(s):	Amenc, Noel Le Sourd, Veronique
Publisher:	John Wiley & Sons, Inc.
Publisher Year:	2003
Chapters Included in Collection:
	Chapter 4 - The Capital Asset Pricing Model and its Application to Performance Measurement
	Chapter 6 - Multi-Factor Models and their Application to Performance Measurement
	Chapter 8 - Fixed Income Security Investment
Collection Price:	GARP Member (Non-Affiliate): US$36.00
	Affiliate & Non-Member: US$38.00
Printing Price:	US$7.00

10 Chapters from

Book Title:	Quantitative Risk Management: Concepts, Techniques, and Tools
Book Author(s):	Embrechts, Paul Frey, Rudiger McNeil, Alexander
Publisher:	Princeton University Press
Publisher Year:	2005
Chapters Included in Collection:
	Chapter 1 - Risk in Perspective
	Chapter 2 - Basic Concepts in Risk Management
	Chapter 3 - Multivariate Models
	Chapter 4 - Financial Time Series
	Chapter 5 - Copulas and Dependence
	Chapter 6 - Aggregate Risk
	Chapter 7 - Extreme Value Theory
	Chapter 8 - Credit Risk Management
	Chapter 9 - Dynamic Credit Risk Models and Credit Derivatives
	Chapter 10 - Operational Risk and Insurance Analytics
Collection Price:	GARP Member (Non-Affiliate): US$66.00
	Affiliate & Non-Member: US$70.00
Printing Price:	US$28.00

4 Chapters from

Book Title:	Risk Budgeting: A New Approach to Investing
Book Editor:	Rahl, Leslie
Publisher:	Risk Books
Publisher Year:	2000
Chapters Included in Collection:
	Chapter 3 - Risk Budgeting: Managing Active Risk at the Total Fund Level
	Chapter 6 - Risk Budgeting for Pension Funds and Investment Managers Using VaR
	Chapter 7 - Risk Budgeting for Active Investment Managers
	Chapter 11 - Risk Budgeting in a Pension Fund
Collection Price:	GARP Member (Non-Affiliate): US$30.00
	Affiliate & Non-Member: US$32.00
Printing Price:	US$5.60

11 Chapters from

Book Title:	Risk Budgeting: Portfolio Problem Solving with Value-at-Risk
Book Author(s):	Pearson, Neil D.
Publisher:	John Wiley & Sons, Inc.
Publisher Year:	2002
Chapters Included in Collection:
	Chapter 2 - Value-at-Risk of a Simple Equity Portfolio
	Chapter 5 - The Delta-Normal Method for a Fixed-Income Portfolio
	Chapter 7 - Using Factor Models to Compute the VaR of Equity Portfolios
	Chapter 9 - Stress Testing
	Chapter 10 - Decomposing Risk
	Chapter 11 - A Long-Short Hedge Fund Manager
	Chapter 12 - Aggregating and Decomposing the Risks of Large Portfolios
	Chapter 13 - Risk Budgeting and the Choice of Active Managers
	Chapter 16 - Extreme Value Theory and VaR
	Chapter 18 - Gaming the VaR
	Chapter 19 - Coherent Risk Measures
Collection Price:	GARP Member (Non-Affiliate): US$46.00
	Affiliate & Non-Member: US$58.00
Printing Price:	US$9.10

2 Chapters from

Book Title:	Risk Management
Book Author(s):	Crouhy, Michel Galai, Dan Mark, Robert
Publisher:	McGraw-Hill
Publisher Year:	2001
Chapters Included in Collection:
	Chapter 13 - Managing Operational Risk
	Chapter 14 - Capital Allocation and Performance Measurement
Collection Price:	GARP Member (Non-Affiliate): US$8.00
	Affiliate & Non-Member: US$9.00
Printing Price:	US$5.60

2 Chapters from

Book Title:	Risk Management and Capital Adequacy
Book Author(s):	Gallati, Reto
Publisher:	McGraw-Hill
Publisher Year:	2003
Chapters Included in Collection:
	Chapter 4 - Operational Risk
	Chapter 6 - Case Studies
Collection Price:	GARP Member (Non-Affiliate): US$17.00
	Affiliate & Non-Member: US$20.00
Printing Price:	US$6.30

6 Chapters from

Book Title:	Risk Management and Derivatives
Book Author(s):	Stulz, Rene
Publisher:	Thomson South-Western
Publisher Year:	2003
Chapters Included in Collection:
	Chapter 2 - Investors and Risk Management
	Chapter 3 - Creating Value with Risk Management
	Chapter 4 - A Firm-Wide Approach to Risk Management
	Chapter 8 - Identifying and Managing Cash Flow Exposures
	Chapter 15 - The Demand and Supply for Derivative Products
	Chapter 18 - Credit Risks and Credit Derivatives
Collection Price:	GARP Member (Non-Affiliate): US$20.00
	Affiliate & Non-Member: US$22.00
Printing Price:	US$9.80

3 Chapters from

Book Title:	Structured Credit Products: Pricing, Rating, Risk Management and Basel II
Book Editor:	Perraudin, William
Publisher:	Risk Books
Publisher Year:	2004
Chapters Included in Collection:
	Chapter 13 - Model Foundations for the Supervisory Formula Approach
	Chapter 14 - Capital for Structured Products
	Chapter 15 - An Empirical Test of Basel Risk Weights Applied to Securitisation
Collection Price:	GARP Member (Non-Affiliate): US$32.00
	Affiliate & Non-Member: US$38.00
Printing Price:	US$5.60

7 Chapters from

Book Title:	The Credit Default Swap Basis
Book Author(s):	Choudhry, Moorad
Publisher:	Bloomberg Press
Publisher Year:	2006
Chapters Included in Collection:
	Chapter 1 - A Primer on Credit Default Swaps
	Chapter 2 - Bond Spreads and Relative Value
	Chapter 3 - The CDS Basis I: The Relationship Between Cash and Synthetic Credit Markets
	Chapter 4 - Supply and Demand and the Credit Default Swap Basis
	Chapter 5 - The CDS Basis II: Further Analysis of the Cash and Synthetic Credit Market Differential
	Chapter 6 - Trading the CDS Basis: Illustrating Positive and Negative Basis Arbitrage Trades
	Chapter 99 - Appendix I: Description of Bloomberg Screen CDSW; Appendix II: The Market Approach to CDS Pricing; Appendix III: Market-Implied Timing of Default from CDS Prices
Collection Price:	GARP Member (Non-Affiliate): US$34.00
	Affiliate & Non-Member: US$38.00
Printing Price:	US$10.50

5 Chapters from

Book Title:	The Fundamentals of Risk Measurement
Book Author(s):	Marrison, Chris
Publisher:	McGraw-Hill
Publisher Year:	2002
Chapters Included in Collection:
	Chapter 2 - Risk Measurement at the Corporate Level: Economic Capital and RAROC
	Chapter 5 - Market-Risk Measurement
	Chapter 6 - The Three Common Approaches for Calculating Value at Risk
	Chapter 20 - Risk Measurement for a Credit Portfolio: Part One
	Chapter 21 - Risk Measurement for a Credit Portfolio: Part Two
Collection Price:	GARP Member (Non-Affiliate): US$9.00
	Affiliate & Non-Member: US$10.00
Printing Price:	US$5.60

2 Chapters from

Book Title:	The New Generation of Risk Management for Hedge Funds and Private ...
Book Editor:	Jaeger, Lars
Publisher:	Euromoney Books
Publisher Year:	2004
Chapters Included in Collection:
	Chapter 6 - Funds of Hedge Funds
	Chapter 27 - Style Drifts: Monitoring, Detection and Control
Collection Price:	GARP Member (Non-Affiliate): US$36.00
	Affiliate & Non-Member: US$36.00
Printing Price:	US$2.10

5 Chapters from

Book Title:	The Risk Management Process: Business Strategy and Tactics
Book Author(s):	Culp, Christopher
Publisher:	John Wiley & Sons, Inc.
Publisher Year:	2001
Chapters Included in Collection:
	Chapter 15 - Measuring and Monitoring Market Risk
	Chapter 17 - Identifying, Measuring, and Monitoring Liquidity Risk
	Chapter 18 - Identifying, Measuring and Monitoring Operational Risk
	Chapter 19 - Identifying and Managing Legal Risk
	Chapter 22 - Internal Controls
Collection Price:	GARP Member (Non-Affiliate): US$10.00
	Affiliate & Non-Member: US$11.00
Printing Price:	US$5.60

10 Chapters from

Book Title:	The Securitization Markets Handbook: Structures and Dynamics of Mortgage- and Asset-Backed ...
Book Author(s):	Stone, Charles Austin Zissu, Anne
Publisher:	Bloomberg Press
Publisher Year:	2005
Chapters Included in Collection:
	Chapter 1 - Mortgage-Backed Securities
	Chapter 2 - Price Dynamics of Mortgages and Cash Flows
	Chapter 3 - Valuation of Mortgage- and Asset-Backed Securities
	Chapter 4 - Other Structures in Asset-Backed Securities: CMOs, PACs, Floaters, and Inverse Floaters
	Chapter 5 - How Ford Motor Credit Corporation Has Used Securitization
	Chapter 6 - Asset-Backed Commercial Paper
	Chapter 7 - Dealer Floor Plan Loans
	Chapter 8 - Credit Card Receivables
	Chapter 9 - Investment, Speculation, and Hedging
	Chapter 10 - Credit Risk
Collection Price:	GARP Member (Non-Affiliate): US$36.00
	Affiliate & Non-Member: US$38.00
Printing Price:	US$14.00

10 Chapters from

Book Title:	The World of Risk Management
Book Editor:	Fong, H. Gifford
Publisher:	World Scientific Publishing Company
Publisher Year:	2006
Chapters Included in Collection:
	Chapter 1 - Design of Financial Systems: Towards a Synthesis of Function and Structure
	Chapter 3 - It’s 11 pm—Do You Know Where Your Liquidity Is?
	Chapter 2 - Asset/Liability Management and Enterprise Risk Management of an Insurer
	Chapter 4 - Time Diversification
	Chapter 5 - A Practical Framework for Portfolio Choice
	Chapter 6 - A Markov Chain Monte Carlo Method for Derivative Pricing and Risk Assessment
	Chapter 7 - Active Risk and Information Ratio
	Chapter 8 - The Year-End Price of Risk in a Market for Liquidity
	Chapter 9 - Resampled Frontiers versus Diffuse Bayes: An Experiment
	Chapter 10 - Fund Managers May Cause Their Benchmarks to be Priced “Risks”
Collection Price:	GARP Member (Non-Affiliate): US$65.00
	Affiliate & Non-Member: US$85.00
Printing Price:	US$17.50

2 Chapters from

Book Title:	Through the Alpha Smoke Screens: A Guide to Hedge Fund Return ...
Book Author(s):	Jaeger, Lars
Publisher:	Euromoney Books
Publisher Year:	2005
Chapters Included in Collection:
	Chapter 5 - Individual Hedge Fund Strategies
	Chapter 9 - Benchmarking Hedge Fund Performance
Collection Price:	GARP Member (Non-Affiliate): US$36.00
	Affiliate & Non-Member: US$42.00
Printing Price:	US$2.80

13 Chapters from

Book Title:	Understanding Futures Markets, 6th Edition
Book Author(s):	Kolb, Robert W. Overdahl, James A.
Publisher:	Blackwell Publishing
Publisher Year:	2006
Chapters Included in Collection:
	Chapter 1 - Futures Markets: Introduction
	Chapter 2 - Futures Markets: Refinements
	Chapter 3 - Futures Prices
	Chapter 4 - Using Futures Markets
	Chapter 5 - Agricultural, Energy, and Metallurgical Futures Contracts
	Chapter 6 - A Bond Primer
	Chapter 7 - Interest Rate Futures: Introduction
	Chapter 8 - Interest Rate Futures: Refinements
	Chapter 9 - Security Futures Products: Introduction
	Chapter 10 - Security Futures Products: Refinements
	Chapter 11 - Foreign Exchange Futures
	Chapter 12 - An Options Primer
	Chapter 13 - Options on Futures
Collection Price:	GARP Member (Non-Affiliate): US$92.00
	Affiliate & Non-Member: US$98.00
Printing Price:	US$28.00

7 Chapters from

Book Title:	Understanding Market, Credit, and Operational Risk: The Value at Risk Approach
Book Author(s):	Allen, Linda Boudoukh, Jacob Saunders, Anthony
Publisher:	Blackwell Publishing
Publisher Year:	2004
Chapters Included in Collection:
	Chapter 1 - Introduction to Value at Risk (VaR)
	Chapter 2 - Quantifying volatility in VaR models
	Chapter 3 - Putting VaR to work
	Chapter 4 - Extending the VaR Approach to Non-Tradable Loans
	Chapter 5 - Extending the VaR approach to operational risks
	Chapter 6 - Applying VaR to regulatory models
	Chapter 7 - VaR: Outstanding Research
Collection Price:	GARP Member (Non-Affiliate): US$60.00
	Affiliate & Non-Member: US$64.00
Printing Price:	US$15.75

7 Chapters from

Book Title:	Value at Risk: The New Benchmark for Managing Financial Risk, 3rd ...
Book Author(s):	Jorion, Philippe
Publisher:	McGraw-Hill
Publisher Year:	2007
Chapters Included in Collection:
	Chapter 7 - Portfolio Risk: Analytical Methods
	Chapter 9 - Forecasting Risk and Correlations
	Chapter 10 - VaR Methods
	Chapter 11 - VaR Mapping
	Chapter 12 - Monte Carlo Methods
	Chapter 14 - Stress Testing
	Chapter 17 - VaR and Risk Budgeting in Investment Management
Collection Price:	GARP Member (Non-Affiliate): US$20.00
	Affiliate & Non-Member: US$24.00
Printing Price:	US$10.50

3 Chapters from

Book Title:	Volatility and Correlation: The Perfect Hedger and the Fox
Book Author(s):	Rebonato, Riccardo
Publisher:	John Wiley & Sons, Inc.
Publisher Year:	2004
Chapters Included in Collection:
	Chapter 1 - Theory and Practice of Option Modelling
	Chapter 6 - Pricing options in the presence of smiles
	Chapter 14 - Jump-Diffusion Processes
Collection Price:	GARP Member (Non-Affiliate): US$11.00
	Affiliate & Non-Member: US$12.00
Printing Price:	US$7.70