文档介绍：2018
FRM®
STUDY GUIDE CHANGES
FINANCIAL RISK MANAGER
2018 Financial Risk Manager (FRM®) Exam Study Guide Changes
Foundations of Risk Management
Part I Exam Weight | 20%
Additions:
• None
Deletions:
FRM EXAM PART I PART FRM EXAM
• None
© 2018 Global Association of Risk Professionals. 1
2018 Financial Risk Manager (FRM®) Exam Study Guide Changes
Quantitative Analysis
Part I Exam Weight | 20%
Additions:
• None
Deletions:
FRM EXAM PART I PART FRM EXAM
• None
© 2018 Global Association of Risk Professionals. 2
2018 Financial Risk Manager (FRM®) Exam Study Guide Changes
Financial Markets and Products
Part I Exam Weight | 30%
Additions:
• None
Deletions:
FRM EXAM PART I PART FRM EXAM
• None
Updates:
1. Previous version: John C. Hull, Options, Futures, and Other Derivatives, 9th Edition (New York, NY: Pearson,
2014).
• Chapter 1. Introduction
• Chapter 2. Mechanics of Futures Markets
• Chapter 3. Hedging Strategies Using Futures
• Chapter 4. Interest Rates
• Chapter 5. Determination of Forward and Futures Prices
• Chapter 6. Interest Rate Futures
• Chapter 7. Swaps
• Chapter 10. Mechanics of Options Markets
• Chapter 11. Properties of Stock Options
• Chapter 12. Trading Strategies Involving Options