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Interesting question. The one book I heard about is "Market Risk Analysis" by Carol Alexander. However I think you should try to search for some company specific materials. Sometimes big banks like Credit-Suisse or Deutche Bank publish some materials which are hard-to-find by other means.


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Lookup something like "free FRM exam" or "FRM exercises". Here is a free exam from GARP itself, with explanations: http://www.garp.org/media/613028/frm%20practice%20exam052711.pdf I hope this helps Good luck!


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I'm not an expert of market risk, but, as regards the market risk references I know, the best one and more related to the question posted above is Dynamic Hedging by N. N. Taleb. Here below you can find the full reference: Taleb, Nassim. Dynamic hedging: managing vanilla and exotic options. Vol. 64. John Wiley & Sons, 1997. It concentrates the ...



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