【资料贴】SOA QFI Track参考书大合集 持续更新中～

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楼主SOA考试已出坑，现整理一下QFI Track的参考文献分享给大家，算是对自己精算考试的毕业纪念～
——2019.2
两年多未见，科目已经大改革啦，来发挥发挥余热，各位考试加油！
——2021.11

QFI Investment Risk Management    (按2022Spring/Fall 考纲排序)
Topic 1 : GOVERNANCE
Investment Ethics
https://bbs.pinggu.org/thread-6740904-1-1.html
QFII-101-14: Strategic Management: An Integrated Approach, 11th
https://bbs.pinggu.org/thread-10819312-1-1.html
QFII-103-14: Advances in Risk Management and Risk Governance
https://bbs.pinggu.org/thread-10819372-1-1.html
QFII-111-17: Tracing the True Origins of Bad Behavior: New Ways to Predict Conduct Risk Exposure
https://bbs.pinggu.org/thread-10819427-1-1.html
QFII-116-19: Risk Management: Foundations For a Changing Financial World
https://bbs.pinggu.org/thread-10819531-1-1.html

Topic 2 : INVESTMENT RISK MANAGEMENT
Financial Enterprise Risk Management, 2nd, 2017
https://bbs.pinggu.org/thread-10820131-1-1.html
The Top Ten Operational Risks: A Survival Guide for Investment Management Firms and Hedge Funds
https://bbs.pinggu.org/thread-10820204-1-1.html
原作者发布的总结版
QFII-110-15: The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis
https://bbs.pinggu.org/thread-10820423-1-1.html
QFII-117-19: Strategic Risk Management Practice: How to Deal Effectively with Major Corporate Exposures
https://bbs.pinggu.org/thread-10820513-1-1.html

QFI Advanced      (按2019Spring 考纲排序)
Topic 1 ADVANCED OPTION PRICING
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit, 2nd  
https://bbs.pinggu.org/thread-6906846-1-1.html
Volatility and Correlation - The Perfect Hedger and the Fox, 2nd
https://bbs.pinggu.org/thread-6906868-1-1.html

Topic 2 CREDIT RISK
Handbook of Fixed Income Securities, 8th
https://bbs.pinggu.org/thread-6906899-1-1.html
Introduction To Credit Risk Modeling, 2nd
https://bbs.pinggu.org/thread-6907979-1-1.html
Quantitative Credit Portfolio Management
https://bbs.pinggu.org/thread-6908010-1-1.html
QFIA-101-13: Managing Credit Risk: The Great Challenge for Global Financial Markets, 2nd
https://bbs.pinggu.org/thread-6908061-1-1.html
QFIA-103-13: Bond-CDS Basis Handbook
https://bbs.pinggu.org/thread-6908125-1-1.html
QFIA-104-13: Asset/Liability Management of Financial Institutions
https://bbs.pinggu.org/thread-6908170-1-1.html
QFIA-122-16: Recent Advances in Credit Risk Modeling
https://bbs.pinggu.org/thread-6908205-1-1.html

Topic 3 LIQUIDITY RISK
Quantitative Credit Portfolio Management
https://bbs.pinggu.org/thread-6908010-1-1.html
QFIA-105-13: Report of the Life Liquidity Work Group of the American Academy of Actuaries to the Life Liquidity Risk Working Group of the NAIC
https://bbs.pinggu.org/thread-6908459-1-1.html
QFIA-106-13: Liquidity Risk Measurement and Management - A Practitioner's Guide to Global Best Practices
https://bbs.pinggu.org/thread-6911023-1-1.html
QFIA-117-13: Reflections on Northern Rock: The Bank Run that Heralded the Global Financial Crisis
https://bbs.pinggu.org/thread-6911033-1-1.html
QFIA-123-16: Liquidity Risk Management
https://bbs.pinggu.org/thread-6911056-1-1.html

Topic 4 ADDITIONAL QUANTITATIVE TECHNIQUES
QFIA-110-13: CAIA Level II, Advanced Core Topics in Alternative Investment, 2nd
https://bbs.pinggu.org/thread-6911083-1-1.html
QFIA-119-14: Analysis of Financial Time Series, 3rd
https://bbs.pinggu.org/thread-6911101-1-1.html
QFIA-124-16: IAA, Stochastic Modeling, Theory and Reality from and Actuarial Perspective
https://bbs.pinggu.org/thread-6911127-1-1.html
QFIA-125-16: Market Models: A Guide to Financial Data Analysis
https://bbs.pinggu.org/thread-6911922-1-1.html

Topic 5 BEHAVIORAL FINANCE
QFIA-109-13: A Survey of Behavioral Finance
https://bbs.pinggu.org/thread-6911947-1-1.html

Topic 6 ALTERNATIVE ASSETS
QFIA-111-13: Managing Investment Portfolios, 3rd
https://bbs.pinggu.org/thread-6911981-1-1.html
QFIA-112-13: Commercial Real Estate Analysis & Investment
https://bbs.pinggu.org/thread-6927573-1-1.html
QFIA-113-13: Secular and Cyclic Determinants of Capitalization Rates: The Role of Property Fundamentals, Macroeconomic Factors and “Structural Changes”
https://bbs.pinggu.org/thread-6927613-1-1.html
QFIA-126-16: Infrastructure as an Asset Class
https://bbs.pinggu.org/thread-6927632-1-1.html

Topic 7 LIABILITY MANUFACTURING/MANAGEMENT
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关键词：track 参考书 SOA QFI 大合集 SOA QFI 金融书籍

Topic 7 LIABILITY MANUFACTURING/MANAGEMENT
QFIA-115-13: IAA, Stochastic Modeling, Theory and Reality from and Actuarial Perspective
同QFIA-124-16
QFIA-116-13: The Impact of Stochastic Volatility on Pricing, Hedging and Hedge Efficiency of Withdrawal Benefit Guarantees in Variable Annuities
https://bbs.pinggu.org/thread-10818861-1-1.html
QFIA-120-15: Guarantees and Target Volatility Funds
https://bbs.pinggu.org/thread-10818899-1-1.html
QFIA-127-16: Proxy functions for the projection of Variable Annuity Greeks
https://bbs.pinggu.org/thread-10818940-1-1.html
QFIA-128-18: The Evolution of LDI & Role of a Completion Manager
https://bbs.pinggu.org/thread-10819028-1-1.html
QFIA-129-18: Equity Indexed Annuities-Downside Protection, But at What Cost?
https://bbs.pinggu.org/thread-10819061-1-1.html
On the Importance of Hedging Dynamic Lapses in Variable Annuities
https://bbs.pinggu.org/thread-10819098-1-1.html

好书，谢谢分享

继续占楼待后续更新

恭喜楼主

谢谢楼主 请问study note可以在哪找呢

大神，问一下有没有QFIA-128-18: The Evolution of LDI & Role of a Completion Manager与QFI-129-18: Equity Indexed Annuities - Downside Protection, But at What Cost? 这两个文件。谢谢

ryanneptune 发表于 2019-2-24 17:14
大神，问一下有没有QFIA-128-18: The Evolution of LDI & Role of a Completion Manager与QFI-129-18: Equi ...

有的，过两天更新~

谢谢楼主，持续关注

请教楼主，SOA高级阶段没有Manual的吗？