FRM Core Readings 2009 (5/9) Market Risk Measurement and Management

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27. 找不到檔案可供分享
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Market Risk Measurement and Management
Level II ExamWeight: 20%, Full ExamWeight: 10%

27. Hull, Options, Futures, and Other Derivatives, 7th Edition.
• Chapter 18 . . . . . . . . . . Volatility Smiles
• Chapter 24 . . . . . . . . . . Exotic Options

28. Tuckman, Fixed Income Securities, 2nd Edition.
• 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
28. Fixed Income Securities 2nd edition chapter 6 7 9 21.pdf (2.27 MB, 需要: 1 个论坛币)

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29. Jorion, Value-at-Risk, 3rd Edition.
• Chapter 6 . . . . . . . . . . . Backtesting VaR
• Chapter 11 . . . . . . . . . . VaR Mapping
29. Value at Risk 3rd edition chapter 6 11.pdf (1.84 MB, 需要: 1 个论坛币)

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30. Kevin Dowd, Measuring Market Risk, 2nd Edition (West Sussex, England: JohnWiley & Sons, 2005).
• Chapter 2 . . . . . . . . . . . Measures of Financial Risk
• Chapter 5 Appendix . . . . Modeling Dependence: Correlations and Copulas
• Chapter 7 . . . . . . . . . . . Parametric Approaches (II): Extreme Value
30. Measuring market risk 2nd edition chapter 2 5appendix 7.pdf (5.06 MB, 需要: 1 个论坛币)

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31. Frank Fabozzi, Handbook of Mortgage Backed Securities, 6th Edition (New York: McGraw-Hill, 2006).
• Chapter 1 . . . . . . . . . . . An Overview of Mortgages and the Mortgage Market
• Chapter 31 . . . . . . . . . . Valuation of Mortgage Backed Securities
31. Handbook of Mortgage-backed Securities 6thE Chapter 1 31.pdf (2.17 MB, 需要: 1 个论坛币)

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关键词：core reading market risk Measurement MEASUREMEN Management FRM core Readings

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谢谢您的分享
有些资料还真难找!!!!!!!!!!!

thanks for fabozzi

omg.............thanks a lot

thanks for sharing
good luck to everybody

怎么不把所有的整理到一个帖子里呢，那多方便啊

非常感谢,我收藏了好多

要是能9个部分都放在一个帖子里就好了。
我们下得这么辛苦楼主就更辛苦了。

因為已經發了1~6 如果要整理在同一帖是不是要把這1~6先刪掉呢？ 想知道大家的意見

thank you very very much