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        為了FRM考生能順利通過考試,高頓財(cái)經(jīng)FRM把歷年FRM考試需要的一些復(fù)習(xí)閱讀材料整理出來,分享給大家,希望對(duì)大家有所幫助。
  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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