- Chapter 1 – The Nature and Scope of Econometrics
- Chapter 2 – Review of Statistics I: Probability and Probability Distributions
- Chapter 3 – Characteristics of Probability Distributions
- Chapter 4 – Some Important Probability Distributions
- Chapter 5 – Statistical Inference: Estimation and Hypothesis Testing
- Chapter 6 – Basic Ideas of Linear Regression: The Two-Variable Model
- Chapter 7 – The Two-Variable Model: Hypothesis Testing
- Chapter 8 – Multiple Regression: Estimation and Hypothesis Testing
2. Michael Ong, Internal Credit Risk Models: Capital Allocation and Performance Measurement, (London: Risk Books, 1999).
- Chapter 4 – Loan Portfolios and Expected Loss
- Chapter 5 – Unexpected Loss
- Chapter 6 – Portfolio Effects: Risk Contributions and Unexpected Losses
3. Davis (editor), Operational Risk: Practical Approaches to Implementation (London: Risk Books, 2005).
- Chapter 12 – Aligning Basel II Operational Risk and Sarbanes Oxley 404 Projects, by Nick Bolton and Judson Berkey
4. John Hull, Risk Management and Financial Institutions (New York, Prentice Hall, 2006)
- Chapter 13 – Credit Derivatives
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