Hi Coumar,
Geneva!!!! WoW PG Goes International
Looks like PG gets good hits on FRM Thread.
Rgding ur Query:
First of all, Please make sure u are
BUYING ESSENTIAL ECONOMETRICS -
3ed Gujarati and not Basic Econometrics
The CD comes free with the book, So u need not pay any money for the CD. If you have diff price quotes for the book with and/or without CD dont buy the book from that dealer.
CD basically sample datas that can be used for learning different models as examples. These sample data can be fed into Advanced Excel Financial models, SAS, SPSS etc.
If u r looking for knowledge beyond the FRM exam, then this CD will be quite useful.
IMPORTANT UPDATE: Indian Candidates
If anyone is looking to buy Essential Econometrics 3rd Edition - We have a Sinagpore Edition of this book thats available in India for 26 USD which translates to Rs 1100 roughly (1$ = 41 Rs)
U Can order through any Book dealer that stocks Tata Mcgrawhill Books. Ask the book dealer for a list of books published by TataMcgrawhill and u will find this book in the list.
If you do not find any bookstore that stocks this book, Then there are some stockists in Mumbai that would order the book for you.
Hope that this would solve the problem of Quant Risk
Cheers,
Shyam 
quote=tensiv;1108110]Hi All,
Shyam, thanks for the answers.
Concerning Gujarati's book, Essential on Econometrics, does anyone know which edition we have to use? I can find on Internet two different versions of the third edition. One book is coming with a CD and the other not. I don't know if the CD will be useful for the exam or not.
Cheers,
Coumar[/quote]