三民補習班-FRM參考書目

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	CFA考照免費講座-台北2/7(二)19:30。地點：台北三民補習班(台北市重慶南路一段13號3樓，開封街交叉口)。CFA考試基本介紹，包括各階段考試範圍，考試時程，報名費用，教材選用，錄取率及難度。三民專業講師為您詳細解說新年度考試差異性，教您如何準備考試。座位有限，請速登記免費參加。 -->免費登記(請按此)

FRM財經風險管理師

FRM 財金風險管理師參考書目

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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