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07的notes还没出，可以用06的notes学习

谢谢！！！

[此贴子已经被作者于2007-3-7 12:25:02编辑过]

以下是引用jerry111在2007-3-7 9:55:00的发言：

07的notes还没出，可以用06的notes学习

现在有FRM handbook 3rd edtion，

看这个足不足够应试？

一定要看notes吗？07年的什么时候能出来呢？

以下是引用alexyzhuo在2007-3-7 13:51:00的发言：

现在有FRM handbook 3rd edtion，

看这个足不足够应试？

一定要看notes吗？07年的什么时候能出来呢？

我自己的感觉：
Financial Risk Manager Handbook 既然作为手册，许多东西都是比较概括的，用来检索很不错。至于每个问题的详细论述，还是需要看相关的书籍，比如Options,Futures & Other Derivatives、Fixed Income Securities等等。

同时，07年的开始会采用 Financial Risk Manager Handbook, 4th。这本书目前还没有正式出版，它将会2007年春季出版。可以参考这里：
the “Financial Risk Manager handbook”, 4th Edition will be used for the 2007 FRM Exam and will be available Spring 2007. The FRM Handbook includes coverage of important FRM examination topics, FRM questions with detailed explanations and a summary of recent regulatory developments.

Schewser study notes是一家公司，这家公司其中一个产品是专为FRM考试设计的。如果你按照GARP的推荐，为了达到FRM考试要求，要读完list中所有的书籍，在这么短的时间内是无法做到的（同时，国内对这些好的英文书籍购买也很难），而study notes按照GARP的要求，将这些书中相关的问题抽取出来进行叙述并做了总结，比较适合参加FRM的考试。

07年的notes会在7月左右（以往是）出来。大家可以参考这里：
2007 FRM Products are being updated for this year's exam and will be available in the early summer:

Schweser Study Manuals
SchweserPro? QBank
Practice Exam Book
Essential Exam Strategies?
Schweser's QuickSheet?
Final Review Guidebook
10-Week Live (Real-Time) Online Seminar with On Demand Archives

I did not use any study notes. Just read all the required material. I started in April 2005. Passed 2005 exam with all sections ranked 1st quartile. It is very helpful to read directly the material.

那就是说看handbook和notes都可以，殊途同归嘛

但是，handbook可能需要更多的时间且系统的学习

notes为应试准备，可能时间能节省一点吧！

哎，我只能在工作之余看看书，人在江湖身不由己

而且6月份考CFA也不能像楼上的哥们从4月份开始看书

所以，还是投机一下，搞点短平快吧，拿到证书再在实践中学习了！

正在考虑报名，由于英语水平有限，准备购买金程的培训课程(光盘版），这种课程对个人的帮助到底有多大？请大家指点一下。

我也想知道金程编的书到底好不好？

同感，打算报一个金程的辅导班，打电话问了一下感觉还好。因该可信。想问问FRM的考题类型是都是选择题还是还有其他题型。因为在网上看到有不同的说法。谢谢

转贴：2007 FRM Core Reading

the Quantitative Analysis section:

• Allen, Boudoukh and Saunders. Understanding Market, Credit, and Operational Risk: The Value at Risk Approach. Oxford: Blackwell Publishing, 2004.
  • Chapter 2 – Quantifying Volatility in VaR Models

From the Market Risk Measurement and Management section:

• Allen, Boudoukh and Saunders. Understanding Market, Credit, and Operational Risk: The Value at Risk Approach. Oxford: Blackwell Publishing, 2004.
  • Chapter 1 – Introduction to Value at Risk (VaR)
  • Chapter 3 – Putting VaR to Work
• McDonald. Derivatives Markets, 2nd ed. Boston: Addison-Wesley, 2006.
  • Chapter 6 – Commodity Forwards and Futures
• Saunders. Financial Institutions Management, 5th ed. New York: McGraw-Hill, 2005.
  • Chapter 10 – Market Risk
  • Chapter 15 – Foreign Exchange Risk
• Stulz. Risk Management & Derivatives. Mason, Ohio: Thomson South-Western, 2003.
  • 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
• Tuckman. Fixed Income Securities, 2nd ed. New York: Wiley, 2002.
  • 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

From the Credit Risk Measurement and Management section:

• De Servigny and Renault. Measuring and Managing Credit Risk. New York: Mc-Graw-Hill, 2004.
  • Chapter 2 – External and Internal Ratings
  • Chapter 3 – Default Risk: Quantitative Methodologies
  • Chapter 4 – Loss Given Default
  • Chapter 6 – Cre dit Risk Portfolio Models
  • Chapter 7 – Credit Risk Management and Strategic Capital Allocation
• Dev, editor. Economic Capital: A Practitioner Guide. London: Risk Books, 2004.
  • Chapter 7 – Economic Capital for Counterparty Credit Risk, by Evan Picoult and David Lamb.
• Meissner. Credit Derivatives, Application, Pricing and Risk Management. Malden, MA, Blackwell Publishing, 2005.
  • Chapter 2 – Credit Derivatives Products
  • Chapter 3 – Synthetic Structures
  • Chapter 4 – Application of Credit Derivativ es
  • Chapter 6 – Risk Management with Credit Derivatives
• Saunders. Financial Institutions Management, 5th ed. New York: McGraw-Hill, 2005.
  • Chapter 11 – Credit Risk: Individual Loan Risk
  • Chapter 12 – Credit Risk: L oan Portfolio and Concentration Risk
  • Chapter 16 – Sovereign Risk
  • Chapter 27 – Loan Sales and Other Credit Risk Management Techniques
• Stulz. Risk Management & Derivatives. Mason, Ohio: Thomson South-Western, 2003.
  • Chapter 18 – Credit Risks and Credit Derivatives

From the Operational and Integrated Risk Management section:

• Allen, Boudoukh and Saunders. Understanding Market, Credit, and Operational Risk: The Value at Risk Approach. Oxford: Blackwell Publishing, 2004.
  • Chapter 5 – Extending the VaR Approach to Operational Risk
• Crouhy, Galai, and Mark. Risk Management. New York: McGraw-Hill, 2001.
  • Chapter 14 – Capital Allocation and Performance Measurement
• Culp. The Risk Management Process; Business Strategy and Tactics. Hoboken: John Wiley & Sons, Inc, 2001.
  • Chapter 17 – Identifying, Measuring, and Monitoring Liquidity Risk
• De Servigny and Renault. Measuring and Managing Credit Risk. New York: Mc-Graw-Hill, 2004.
  • Chapter 10 – Regulation
• Dowd. Measuring market risk. New York: John Wiley & Sons, Inc., 2005.
  • Chapter 16 - Model Risk
• Gallati. Risk Management and Capital Adequacy. New York: McGraw-Hill, 2003.
  • Chapter 6 – Case Studies
• Saunders. Financial Institutions Management, 5th ed. New York: McGraw-Hill, 2005.
  • Chapter 14 – Technology and Other Operational Risks
• Stulz. Risk Management & Derivatives. Mason, Ohio: Thomson South-Western, 2003.
  • Chapter 2 – Investors and Risk Management
  • Chapter 3 – Creating Value with Risk Management

From the Risk Management and Investment Management section:

• Noel Amenc and Veronique Le Sourd. Portfolio Theory and Performance Analysis. West Sus***: Wiley, 2003.
  • 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
• Lars Jaeger, editor. The New Generation of Risk Management for Hedge Funds and Private Equity Investments. London: Euromoney Books, 2003.
  • Chapter 6 – Funds of Hedge Funds,by Sohail Jaffer
  • Chapter 27 – Style Drifts: Monitoring, Detection and Control, by Pi erre-Yves Moix
• Lars Jaeger. Through the Alpha Smoke Screens, A Guide to Hedge Fund Return Sources. New York: Euromoney Institutional Investor, 2005.
  • Chapter 5 – Individual Hedge Fund Strategies
  • Chapter 9 – Benchmarking Hedge Fund Performance

以下是引用dianying在2007-3-6 13:16:00的发言：

一起来吧．加油啊．

dianyingcn2002@yahoo.com.cn

另：不知道哪位大侠知道2007年的study notes在哪里下载得到？

谢谢！

你可以到schweser的网站上看看,上面说在今年夏天推出2007年版本的.到时候你就可以在市场上买了.