作者YaoMing5566 (一个中国)
看板CFAiafeFSA
标题Re: [问题] 请问介绍 "Risk" 的原文书
时间Fri Mar 20 02:56:15 2009
※ 引述《dounts (忘记过去)》之铭言：
: 不好意思 想请教一下
: 想请问有没有专门介绍 Risk 的英文书籍
: 不需要太多数学的 model
: 而是要针对 Risk 做具体的描述 例子等等
: 用在实务上面的.....
: 像是 Financial Risk, Credit Risk,
: Non-Financial Risk, Interest Rate Risk....etc......
: 最近想要研究 Risk 谢谢各位......
本校Financial Risk Management的书单…参考参考
Risk Management: Problems & Solutions edited by William Beaver and George
Parker, Stanford University
(1) Interest Rate Risk Management, by Benton Gup and Robert Brooks, 1993,
Irwin.
(2) Measuring Market Risk, by Kevin Dowd, 2002, John Wiley & Sons.
(3) Financial Risk Manager Handbook (2nd edition), by Philippe Jorion, 2003,
John Wiley & Sons.
(4) RiskMetricsTM -- Technical Document(4th edition),1996, J.P. Morgan/Reuters
(5) CreditMetrics -- Technical Document, 1997, J.P. Morgan
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1F：→ billy0501:FRM core reading , try it 03/20 21:31