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热门推荐：FRM考试复习资料

来源：高顿网校 2015-02-05

　　漫漫考试路，各位考生，您准备好了吗？如何快乐高效的学习？高顿网校为广大学员提供2015年FRM考试网络课程，请各位考生紧跟网校名师的步伐尽快进入备考复习，让高顿网校与您共同努力，2015年考试顺利通过！祝您梦想成真！免费听课
为了FRM考生能顺利通过考试，高顿财经FRM把历年FRM考试需要的一些复习阅读材料整理出来，分享给大家，希望对大家有所帮助。

　　1.PhilippeJorion,TheFinancialRiskManagerHandbook,3rdedition(NewYork:Wiley,2005)

　　2.JohnHull,Options,Futures,andOtherDerivatives,6thed.(NewYork:PrenticeHall,2006)

　　3.LindaAllen,JacobBoudoukh,AnthonySaunders,UnderstandingMarket,CreditandOperationalRisk:TheValueAtRiskApproach(Oxford:BlackwellPublishing,2004)

　　4.MurrayR.Spiegel,JohnSchiller,andR.AluSrinivasan,ProbabilityandStatistics,Schaum’sOutlines,2nded.(NewYork:McGraw-Hill,2000)

　　5.AnthonySaunders,MarciaMillonCornett,FinancialInstitutionsManagement,4thed.(NewYork:McGraw-Hill,2003)

　　6.BruceTuckman,FixedIncomeSecurities,2nded.(NewYork:Wiley,2002)

　　7.Hull,Options,Futures,andOtherDerivatives

　　8.Jorion,Value-at-Risk

　　9.LindaAllen,JacobBoudoukh,AnthonySaunders,UnderstandingMarket,CreditandOperationalRisk:TheValueAtRiskApproach

　　10.NeilD.Pearson,RiskBudgeting:PortfolioProblemSolvingwithValue-at-Risk(NewYork:Wiley,2002)

　　11.RenéStulz,RiskManagement&Derivatives(Mason,Ohio:South-Western,2003)

　　12.RobertL.McDonald,DerivativesMarkets,(Boston,AddisonWesley,2003)

　　13.AmauddeServigny,OlivierRenault,MeasuringandManagingCreditRisk,(NewYork:Mc-Graw-Hill,2004)

　　14.AshishDev,EconomicCapital,(London,RiskBooks,2004)

　　　　15.EduardoCanabarroandDarrellDuffie,“MeasuringandMarkingCounterpartyRisk”inALMofFinancialInstitutions,ed.LeoTilman(InstitutionalInvestorBooks,2004).CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

　　16.GunterMeissner,CreditDerivatives,Application,PricingandRiskManagement,(Malden,MA,BlackwellPublishing,2005)

　　17.Hull,Options,FuturesandOtherDerivatives

　　18.Saunders,Cornet,FinancialInstitutionsManagement

　　19.Securitizations:Moody’sInvestorsServicesreporttitled“DemystifyingSecuritizationforUnsecuredInvestors”.CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

　　20.Stulz,RiskManagement&Derivatives

　　21.ChristopherL.Culp,TheRiskManagementProcess;BusinessStrategyandTactics(Hoboken,JohnWiley&Sons,Inc,2001)

　　22.deServigny,Renault,MeasuringandManagingCreditRisk

　　23.Dowd,Measuringmarketrisk.

　　24.LindaAllen,JacobBoudoukh,AnthonySaunders,UnderstandingMarket,CreditandOperationalRisk:TheValueAtRiskApproach(Oxford:BlackwellPublishing,2004)

　　25.MichaelCrouhy,DanGalai,andRobertMark,RiskManagement(NewYork:McGraw-Hill,2001)

　　26.RetoGallati,RiskManagementandCapitalAdequacy(NewYork:McGraw-Hill,2003)

　　27.RiccardoRebonato,TheoryandPracticeofModelRiskManagement,QuantitativeResearchCentre(QUARC)oftheRoyalBankofScotland,OxfordFinancialResearchCentre-OxfordUniversity.CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

　　28.RobertE.LitanandRichardHerring,editors,Brookings-WhartonPapersonFinancialServices,(BrookingsInstitutionPress,2003)

　　RiskMeasurement,RiskManagement,andCapitalAdequacyinFinancialConglomerates,byAndrewKuritzkes,TilSchuermann,andScottM.Weiner.CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

　　29.Saunders,Cornett,FinancialInstitutionsManagement

　　30.Stulz,RiskManagement&Derivatives

　　31.TowardGreaterFinancialStability:APrivateSectorPerspective,“TheReportoftheCounterpartyRiskManagementPolicyGroupII”,July27,2005.CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

　　32.Newcapitalrequirementsforcreditinstitutions(BaselII),DeutscheBundesbank,MonthlyReport,September2004.CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

　　33.“BaselII:InternationalConvergenceofCapitalMeasurementandCapitalStandards:ARevisedFramework”(November,2005).CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

　　34.OverviewoftheAmendmenttotheCapitalAccordtoIncorporateMarketRisks(January1996).CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

　　35.AmendmenttotheCapitalAccordtoIncorporateMarketRisks(November2005).CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

　　36.“SupervisoryFrameworkfortheUseof‘Backtesting’inConjunctionwiththeInternalModelsApproachtoMarketRiskCapitalRequirements”(January1996).CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

　　37.DavidHsiehandWilliamFung,“TheRiskinFixed-IncomeHedgeFundStrategies”,JournalofFixedIncome12(2002):6-27.CopyofarticleisavailableattheGARPDigitalLibrarywebsite,www.GARPDigitalLibrary.org

　　38.LarsJaeger,ed.,TheNewGenerationofRiskManagementforhedgeFundsandPrivateEquityInvestments,(London:EuromoneyBook,2003)

　　39.LarsJaeger,ThroughtheAlphaSmokeScreens,AGuidetoHedgeFundReturnSources,(NewYork,EuromoneyInstitutionalInvestor,2005)

　　40.LeoM.Tilman,ed.,Asset/LiabilityManagementofFinancialInstitutions,(London:Euromoney,2003)

　　41.LeslieRahl,riskBudgeting:ANewApproachtoInvesting(London:RiskBooks,2000)

　　42.NoelAmencandVeroniqueLeSourd,PortfolioTheoryandPerformanceAnalysis(WestSussex:Wiley,2003).

　　43.Pearson,RiskBudgeting.

　　44.SohailJaffer,ed.,FundsofHedgeFunds(London:EuromoneyBooks,2003)
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