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FRM考试复习资料分享

  为了FRM考生能顺利通过考试,高顿财经FRM把历年FRM考试需要的一些复习阅读材料整理出来,分享给大家,希望对大家有所帮助。

  1.PhilippeJorion,TheFinancialRiskManagerHandbook,3rdedition(NewYork:Wiley,2005)

  2.JohnHull,Options,Futures,andOtherDerivatives,6thed.(NewYork:PrenticeHall,2006)

  3.LindaAllen,JacobBoudoukh,AnthonySaunders,UnderstandingMarket,CreditandOperationalRisk:TheValueAtRiskApproach(Oxford:BlackwellPublishing,2004)

  4.MurrayR.Spiegel,JohnSchiller,andR.AluSrinivasan,ProbabilityandStatistics,Schaum’sOutlines,2nded.(NewYork:McGraw-Hill,2000)

  5.AnthonySaunders,MarciaMillonCornett,FinancialInstitutionsManagement,4thed.(NewYork:McGraw-Hill,2003)

  6.BruceTuckman,FixedIncomeSecurities,2nded.(NewYork:Wiley,2002)

  7.Hull,Options,Futures,andOtherDerivatives

  8.Jorion,Value-at-Risk

  9.LindaAllen,JacobBoudoukh,AnthonySaunders,UnderstandingMarket,CreditandOperationalRisk:TheValueAtRiskApproach

  10.NeilD.Pearson,RiskBudgeting:PortfolioProblemSolvingwithValue-at-Risk(NewYork:Wiley,2002)

  11.RenéStulz,RiskManagement&Derivatives(Mason,Ohio:South-Western,2003)

  12.RobertL.McDonald,DerivativesMarkets,(Boston,AddisonWesley,2003)

  13.AmauddeServigny,OlivierRenault,MeasuringandManagingCreditRisk,(NewYork:Mc-Graw-Hill,2004)

  14.AshishDev,EconomicCapital,(London,RiskBooks,2004)

  15.EduardoCanabarroandDarrellDuffie,“MeasuringandMarkingCounterpartyRisk”inALMofFinancialInstitutions,ed.LeoTilman(InstitutionalInvestorBooks,2004).CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

  16.GunterMeissner,CreditDerivatives,Application,PricingandRiskManagement,(Malden,MA,BlackwellPublishing,2005)

  17.Hull,Options,FuturesandOtherDerivatives

  18.Saunders,Cornet,FinancialInstitutionsManagement

  19.Securitizations:Moody’sInvestorsServicesreporttitled“DemystifyingSecuritizationforUnsecuredInvestors”.CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

  20.Stulz,RiskManagement&Derivatives

  21.ChristopherL.Culp,TheRiskManagementProcess;BusinessStrategyandTactics(Hoboken,JohnWiley&Sons,Inc,2001)

  22.deServigny,Renault,MeasuringandManagingCreditRisk

  23.Dowd,Measuringmarketrisk.

  24.LindaAllen,JacobBoudoukh,AnthonySaunders,UnderstandingMarket,CreditandOperationalRisk:TheValueAtRiskApproach(Oxford:BlackwellPublishing,2004)

  25.MichaelCrouhy,DanGalai,andRobertMark,RiskManagement(NewYork:McGraw-Hill,2001)

  26.RetoGallati,RiskManagementandCapitalAdequacy(NewYork:McGraw-Hill,2003)

  27.RiccardoRebonato,TheoryandPracticeofModelRiskManagement,QuantitativeResearchCentre(QUARC)oftheRoyalBankofScotland,OxfordFinancialResearchCentre-OxfordUniversity.CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

  28.RobertE.LitanandRichardHerring,editors,Brookings-WhartonPapersonFinancialServices,(BrookingsInstitutionPress,2003)

  RiskMeasurement,RiskManagement,andCapitalAdequacyinFinancialConglomerates,byAndrewKuritzkes,TilSchuermann,andScottM.Weiner.CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

  29.Saunders,Cornett,FinancialInstitutionsManagement

  30.Stulz,RiskManagement&Derivatives

  31.TowardGreaterFinancialStability:APrivateSectorPerspective,“TheReportoftheCounterpartyRiskManagementPolicyGroupII”,July27,2005.CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

  32.Newcapitalrequirementsforcreditinstitutions(BaselII),DeutscheBundesbank,MonthlyReport,September2004.CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

  33.“BaselII:InternationalConvergenceofCapitalMeasurementandCapitalStandards:ARevisedFramework”(November,2005).CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

  34.OverviewoftheAmendmenttotheCapitalAccordtoIncorporateMarketRisks(January1996).CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

  35.AmendmenttotheCapitalAccordtoIncorporateMarketRisks(November2005).CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

  36.“SupervisoryFrameworkfortheUseof‘Backtesting’inConjunctionwiththeInternalModelsApproachtoMarketRiskCapitalRequirements”(January1996).CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

  37.DavidHsiehandWilliamFung,“TheRiskinFixed-IncomeHedgeFundStrategies”,JournalofFixedIncome12(2002):6-27.CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

  38.LarsJaeger,ed.,TheNewGenerationofRiskManagementforhedgeFundsandPrivateEquityInvestments,(London:EuromoneyBook,2003)

  39.LarsJaeger,ThroughtheAlphaSmokeScreens,AGuidetoHedgeFundReturnSources,(NewYork,EuromoneyInstitutionalInvestor,2005)

  40.LeoM.Tilman,ed.,Asset/LiabilityManagementofFinancialInstitutions,(London:Euromoney,2003)

  41.LeslieRahl,riskBudgeting:ANewApproachtoInvesting(London:RiskBooks,2000)

  42.NoelAmencandVeroniqueLeSourd,PortfolioTheoryandPerformanceAnalysis(WestSussex:Wiley,2003).

  43.Pearson,RiskBudgeting.

  44.SohailJaffer,ed.,FundsofHedgeFunds(London:EuromoneyBooks,2003)

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