刚入手的QuantitativeRisk Management:Concepts, Techniques and Tools, by Alexander J. McNeil,RudigerFrey,Paul Embrechts, 2015年版,高清PDF。
Part I An Introductionto Quantitative Risk Management
1 Risk in Perspective
2 Basic Concepts in Risk Management
3 Empirical Properties of Financial Data Part II Methodology
4 Financial Time Series
5 Extreme Value Theory
6 Multivariate Models
7 Copulas and Dependence
8 Aggregate Risk Part III Applications
9 Market Risk
10 Credit Risk
11 Portfolio Credit Risk Management
12 Portfolio Credit Derivatives
13 Operational Risk and Insurance Analytics Part IV Special Topics
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