GARP會提供一系列的教科書,GARP會在五月中公佈建議的教科書目。GARP所出版的Handbook
(作者: Dr. Philippe Jorion,第二版)內容涵 蓋FRM考試重點,歷屆重點考題並附上詳盡解說,此外還有近年最
新的制度與規範,是考生準備考試的最佳工具書。
FRM STUDY GUIDE OUTLINE下載
1.
Quantitative Analysis
-
Murray
R. Spiegel, John Schiller, and R. Alu Srinivasan, Probability and
Statistics, Schaum's Outlines, 2nd ed. (New York: McGraw-Hill,
2000).
-
John
Hull, Options, Futures, and Other Derivatives, 5th ed. (New York:
Prentice Hall, 2002).
-
Philippe
Jorion, Value at Risk, 2nd ed. (New York: McGraw-Hill, 2001).
2.
Market Risk Measurement and Management
-
Anthony
Saunders, Financial Institutions Management, 4th ed. (New York:
McGraw-Hill, 2003).
-
Hull,
Options, Futures, and Other Derivatives.
-
Jorion,
Value-at-Risk.
-
Pearson,
Risk Budgeting.
-
Ren
Stulz, Risk Management & Derivatives (Mason, Ohio:
South-Western, 2003).
3.
Credit Risk Measurement and Management
-
Bruce
Tuckman, Fixed Income Securities, 2nd ed. (New York: Wiley, 2002).
-
Pearson,
Risk Budgeting
-
John
B. Caouette, Edward I. Altman, and Paul Narayanan, Managing Credit
Risk (New York: Wiley, 1998).
-
Saunders,
Financial Institutions Management.
-
Hull,
Options, Futures, and Other Derivatives.
4.
Operational and Integrated Risk Management, Legal, Accounting, and
Ethics
-
Saunders,
Financial Institutions Management.
-
Jorion,
Value at Risk.
-
Carol
Alexander, ed., Operational Risk (New York: Financial Times Prentice
Hall, 2003).
-
Douglas
G. Hoffman, Managing Operational Risk (New York: Wiley, 2002).
-
Robert
J. Schwartz and Clifford W. Smith, Jr., eds., Derivatives Handbook:
Risk Management and Control (New York: Wiley, 1997).
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