求助

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

请问在看christoffersen写的“ELEMENTS OF FINANCIAL RISK MANAGEMENT”之前应该看看哪些书？本人金融学基础为零，统计学只学到参数估计，与假设检验！

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：Management Managemen financial inancial Financia 金融学 统计学

For financial econometrics, you have to have some knowledge of GARCH model and its families and also some EVT(extreme value) theorem which may be useful for calculating VaR.

And for finance, Black-Scholes model and its properties is enough.

Furthermore, some contents of Hull's risk management and financial institutions may help you.
best,