Financial Risk Manager Handbook
Philippe Jorion, GARP (Global Association of Risk Professionals)
I have used this book as a text for a graduate level financial risk management course, in preparation for the GARP FRM exam (which I passed), and as a reference professionally. The handbook delivers exactly what it says it will, and serves as an excellent primer before getting into the heavier, more detailed assigned readings (this is not an assigned reading for the FRM exam, mind you).
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The book removed at the request of the copyright holder.