20+ years experience Currently - Yats.com

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Risk Management for Financial Institutions Following P. Jorion, Value at Risk, McGraw-Hill and Financial Risk Management Handbook

Daniel HERLEMONT Professor of Finance, Mathematics and Financial Engineering Leonard De Vinci, La Defense, PARIS [email protected]

YATS Finance & Technology http://www.yats.com [email protected] Daniel HERLEMONT

about me ...  Graduated from Ecole Polytechnique, Supelec, CPA-HEC (MBA)  20+ years experience Information Technology  Quantitative Finance

 Currently  Professor of Finance (ESILV, La Defense, Paris)  Lecturer in various Business Schools and Universities  Risk Manager for Hedge Funds

Daniel HERLEMONT

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P. JORION

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GARP

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Recommended Readings

and Joel Bessis Risk Management in Banking, , Wiley, 2002 Daniel HERLEMONT

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The old ...

The New ...

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FRM Exam Topics

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