2007 FRM's booklist

Title	Author	Publication Press
Options, Futures, and Other Derivatives, 6th ed.*	John Hull	New York: Prentice Hall, 2006
Financial Institutions Management, 4th ed.*	Linda Allen, Jacob Boudoukh, Anthony Saunders	Oxford: Blackwell Publishing, 2004
Probability and Statistics, Schaum’s Outlines, 2nd ed.*	Murray R. Spiegel, John Schiller, and R. Alu Srinivasan	New York: McGraw-Hill, 2000
Fixed Income Securities, 2nd ed.*	Bruce Tuckman,	New York: Wiley, 2002
Value-at-Risk*	Philippe Jorion	McGraw-Hill，2000
Risk Budgeting: Portfolio Problem Solving with Value-at-Risk*	Neil D. Pearson,	New York: Wiley, 2002
Risk Management & Derivatives*	René Stulz,	Mason, Ohio: South-Western, 2003
Derivatives Markets*	Robert L. McDonald,	Boston, Addison Wesley, 2003
Measuring and Managing Credit Risk*	Arnaud de Servigny, Olivier Renault	New York: Mc-Graw-Hill, 2004
Economic Capital*	Ashish Dev,	London, Risk Books, 2004
“Measuring and Marking Counterparty Risk” in ALM of FinancialInstitutions, ed. Leo Tilman	Eduardo Canabarro and Darrell Duffie,	Institutional Investor Books, 2004
Credit Derivatives, Application, Pricing and Risk Management*	Gunter Meissner,	Malden, MA, Blackwell Publishing, 2005
The Risk Management Process：Business Strategy and Tactics*	Christopher L. Culp,	Hoboken, John Wiley & Sons, Inc, 2001
Measuring and Managing Credit Risk*	de Servigny, Renault,	New York, NY : McGraw-Hill, 2004.
Measuring market risk*	Dowd	John Wiley& Sons Inc ，2005
Understanding Market, Credit and Operational Risk: The Value At Risk Approach*	Linda Allen, Jacob Boudoukh, Anthony Saunders	Oxford: Blackwell Publishing, 2004
Risk Management*	Michael Crouhy, Dan Galai, and Robert Mark	New York: McGraw-Hill, 2001
Risk Management and Capital Adequacy*	Reto Gallati	New York: McGraw-Hill, 2003
Theory and Practice of Model Risk Management*	Riccardo Rebonato,	The MathFinance Newsletter, Edition 119, June 20 2005.
Financial Institutions Management.	Saunders, Cornet,	Irwin/McGraw-Hill, 1999
“The Report of the Counterparty Risk Management Policy Group II”, July 27, 2005	A Private Sector Perspective	Toward Greater Financial Stability
The New Generation of Risk Management for Hedge Funds and Private Equity Investments	Lars Jaeger, ed.,	London: Euromoney Books, 2003
Through the Alpha Smoke Screens, A Guide to Hedge Fund Return Sources	Lars Jaeger	New York, Euromoney Institutional Investor, 2005
Asset/Liability Management of Financial Institutions	Leo M. Tilman, ed.,	London: Euromoney, 2003
Risk Budgeting: A New Approach to Investing	Leslie Rahl,	London: Risk Books, 2000
Portfolio Theory and Performance Analysis	Noel Amenc and Veronique Le Sourd,	West Sussex: Wiley, 2003
Funds of Hedge Funds	Sohail Jaffer, ed.,	London: Euromoney Books, 2003