FRM的CORE READING是哪几本书？

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关键词：core reading reading core READ DING FRM core reading

应该包括乔瑞的VaR风险价值吧，还有就是hull的“圣经”，当然handbook也包括。

这个是我找到的06年的一些READINGS，应该差不多了吧？

1. Options, Futures and Other derivatives, Hull

2. Financial Institutions Management, Saunders

3. Value at risk, Jorion

4. Fixed income securities, Tuckman

5. Risk Budgeting: Portfolio Problem Solving with Value at Risk, Pearson

6. Risk Management and Derivatives, Stulz

7. Probability and Statistics, Schaum's Outlines, Spiegel, Schiller and Srinivasan

8. Measuring and Managing Credit Risk, Servigny and Renault

9. Understanding Market, Credit and Operational Risk: The Value at Risk Approach, Allen, Boudoukh and Saunders

10. Credit Derivatives, Application, Pricing and Risk Management, Meissner

11. Risk Management and Capital Adequacy, Gallati

12. Risk Budgeting: A new Approach to Investing, Rahl

13. The Risk Management Process; Business Strategy and Tactics, Culp

14. Portfolio Theory and Performance Analysis, Amenc and Sourd

15. Funds of Hedge Funds, Jaffer

GARP will give you all the readings for free

Are you sure?

不是有个FRM Study Guide么？？去看看不就完了

还有，今年 FRM增加很多啊

好的我去看看

看看

新增项目很多。。。

很头疼，不知道大家都准备怎么复习，

共同切磋下吧！！！！！！！！！！！！！！！！！！

多谢。。。。。。。。。