handbook 3rd(勘误)

D:\temp\1618860899931.docP.Jorion-4/20/2021FinancialRiskManager(FRM)HandbookThirdEditionbyPhilippeJorionListofClarifications,Corrections,andTypographicalErrorsJune26,2005Thefollowingisalistofclarificationsandcorrectionsbroughttoourattentionbyreaderswithakeeneye.Wethankyouforyourfeedback,whichisessentialtohelpusimprovefutureeditions.Bysodoing,youhelptomaintainthehighqualityoftheFRMdesignation.Commentsshouldbesentto:[e-mail]:TheseareallerrorsintroducedbythetypesettingprocessatWiley.Fig2-7.Thesignsshouldbereplacedbynegativesigns.Fig2-9.Thesignsshouldbereplacedbynegativesigns.Fig6-11.Thetopleftframeshouldnotbedashed.Fig7-1.Thefigureisincorrect;seenextpageforcorrectfigure.Fig7-2.Thehorizontallinesshouldberightarrows.Fig7-8.Thehorizontallinesshouldberightarrows.Fig8-1.Thehorizontallinesshouldbe:rightarrownexttoR2,andF1,2;leftarrownexttoR1.Fig19-1.Theslantedlinesand3horizontallinesshouldberightarrows.Fig19-2.Theframeshouldnotbedashed.Fig21-1.Thetwohorizontallinesshouldberightarrows.Fig21-9.Thefigureisincorrect;seenextpageforcorrectfigure.Fig23-1.Theframeshouldnotbedashed.Clarificationsandcorrections:P.474.“Figure19-7”shouldbe“Figure19-6”.D:\temp\1618860899931.docP.Jorion-4/20/2021Figure7-1TimeProfileofCashFlows(CorrectFigure)0204060801001200501001502000246810121416PrincipalInterestStraight-couponAnnuityZero-couponFigure21-9ExposureProfilefora10-Yearin-the-MoneySwap(CorrectFigure)MaximumAverageofmaximumExpectedSwapvalueMonth0246810121416182001224364860728496108120