Books helpful for FRM

[JocelynN]

Hi Jay
Do you have a link you could share for both PDF and Spreadsheets please ?

 

[Dr. Jayanthi Sankaran]

Hi Joyce,

Just go to Google and type Jon Gregory 'Counterparty Risk' - you will find the pdf for 450 pages. You can download and print it. You will also find the spreadsheet link referenced inside the book.

Thanks!
Jayanthi

 

[JocelynN]

thanks

 

[jraynal]

Hi,

Just signed up for Part I and trying to figure out if there is any difference between purchasing the books separately for each of the BT notes vs the FRM "package" for $250? Is the FRM package merely a package of all those books? Just want to be in sync with the FRM program as well as the BT notes if I want to dig into a specific topic...

Thanks,
Julien

 

[tosuhn]

Hi all,
As i went through David Noted on market risk section of part II,i found that mainly three topics rules the roost,
1) Tuckman discusses Term structure of interest rates its theory,valuation etc interest rate models as Vasicek,ho lee and ICR etc.
2) Dowd discusses Var methods both peramatric and non parametric approaches.
3) Fabbozzi discusses MBS valuation,mortgage markets and a lot about MBS.
Thanks

Hi @ShaktiRathore, noticed that you mentioned MBS for Market Risk Part II, I checked and Fabozzi is not part of the assigned reading for 2015.
Let me know if I have overlook somehow.
Thanks.
Regards,
Sun

 

[ShaktiRathore]

Hi @ShaktiRathore, noticed that you mentioned MBS for Market Risk Part II, I checked and Fabozzi is not part of the assigned reading for 2015.
Let me know if I have overlook somehow.
Thanks.
Regards,
Sun

Hi
I have notes of 2013. Please do not regard it as 2015,these all things i mentioned above are from my readings of David notes of 2013,may be some changes were made in subsequent years.
Thanks

 

[Dr. Jayanthi Sankaran]

Hi Julien,

I am not sure that I understand your question.....As far as the FRM Books go, GARP sells them as a package. And as far as BT goes, it also sells its study material et al as a package.

I have bought both the GARP FRM I package and the BT FRM I package. You can go to the Home page of BT and choose whatever package is good for you. I have chosen the one for a Practitioner.

Hope this helps!
Thanks
Jayanthi

 

[jraynal]

Thank you Jayanthi. It helps!

 

[Basti]

Dear All,
I have the GARP Books Part I for 2013, can anyone tell me if I can use them? and how much changed compared to the 2015 books?

Thank you.

 

[Dr. Jayanthi Sankaran]

Dear @Basti,

I was originally scheduled to sit for the November 2014 FRM Part I Exam. I am now planning to sit for it in November 2015. From one year to the other, the changes in the readings are phenomenal (except for the Quantitative section). I would advise you to buy the GARP 2105 FRM Books.

Hope that helps!
Thanks
Jayanthi

 

[Dr. Jayanthi Sankaran]

Thanks David for the 'star'!

Jayanthi

 

[Basti]

Thank you for your quick reply Jayanthi.
Is it not sufficient if I rely on the readings from bionic turtle? + the Old GARP books?

 

[Dr. Jayanthi Sankaran]

Hi @Basti,

From my experience, I feel it would be wise to get the new GARP books. Please ask David to confirm!

Thanks
Jayanthi

 

[Basti]

Thank you for your input Jayanthi, I have done so.

Thanks again.
Basti

 

[ShaktiRathore]

Hi,
As i went through the notes of David2013 on Investment and Risk Management I noticed following major topics:
1) Jorion discusses the portfolio Var concepts as marginal,component,individual Var,SurplusVars,portfolio Var etc.
2) Bodie discusses the portfolio performane measures as Sharpe ratio,jensen alpha,M^2,treynor ratio,Information ratio etc.
3) Stowell discusses in depth about Hedge funds as basic terminologies,fee structure,investment strategies etc.
Thanks

 

[ShaktiRathore]

Hi
Just went through David notes on operational risk &integrated mgmt 2013 and here are some revelations that might help you,major topics covered
1) Liquidity risk discussed by Malz and Dowd
2) Basel framework for operational risk and operational risk as model risk and erm
3)Basel II and III
Thanks

 

[Arka Bose]

For derivatives, I dont know why but I found Sundaram, Das book to be more effective and intuitive than John C Hull.