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 |
