1. Financial Risk Manager Handbook.论坛有第二版的电子版,但必须关注今年第三版的变化 2. Murray R. Spiegel, John Schiller, and R. Alu Srinivasan, Probability and Statistics, Schaum’s Outlines, 2nd ed. (New York: McGraw-Hill, 2000). 统计方面的看看国内中文的即可 3. John Hull, Options, Futures, and Other Derivatives, 5th ed. (New York: Prentice Hall, 2002). 必读,中英文国内都有,这位兄弟不知道去不去书店 4. Philippe Jorion, Value at Risk, 2nd ed. (New York: McGraw-Hill, 2001). 中文有,刚出 5. Pearson, Risk Budgeting. 没有中文和英文的电子版 6. René Stulz, Risk Management & Derivatives (Mason, Ohi South-Western, 2003). 有中文,刚出,作者是GARP学术委员会的重要成员,建议多读几遍 7. Bruce Tuckman, Fixed Income Securities, 2nd ed. (New York: Wiley, 2002). 此书的第一版国内有翻译版,个人建议看看相关CFA的即可 8. John B. Caouette, Edward I. Altman, and Paul Narayanan, Managing Credit Risk (New York: Wiley, 1998). 国内有中文版,翻译得不好,但可以看 9. Carol Alexander, ed., Operational Risk (New York: Financial Times Prentice Hall, 2003). 10. Douglas G. Hoffman, Managing Operational Risk (New York: Wiley, 2002). 11. FAS-133 12. Basel II
另外,建议看看刚出的中文版,米歇尔科罗赫等的风险管理,也是指定教材,虽然只有一张,但建议对中文书通读一遍