please recommend a textbook for risk management

[vincentsg]

please recommend a textbook for risk management

Thanks,

 

[Ken Abbott]

Steve Allen has a good one.

The problem, however, is that there is no one book that covers all areas. The best overall survey is the readings for the GARP exam.

(Full disclosure: I have written questions for the exam in the past and have been on the review committee for several years.)

 

[Andy Nguyen]

Link to Steve Allen's book
Amazon.com: Financial Risk Management: A Practitioners Guide to Managing Market and Credit Risk (with CD-ROM) (9780471219774): Steve L. Allen: Books

 

[vincentsg]

Thanks you very much