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| Title | Author | Publication Press | | Options, Futures, and Other Derivatives, 6th ed.* | John Hull | New York: Prentice Hall, 2006 | | Financial Institutions Management, 4th ed.* | Linda Allen, Jacob Boudoukh, Anthony Saunders
| Oxford: Blackwell Publishing, 2004 | | Probability and Statistics, Schaum’s Outlines, 2nd ed.* | Murray R. Spiegel, John Schiller, and R. Alu Srinivasan | New York: McGraw-Hill, 2000 | | Fixed Income Securities, 2nd ed.* | Bruce Tuckman, | New York: Wiley, 2002 | Value-at-Risk*
| Philippe Jorion
| McGraw-Hill,2000 | Risk Budgeting: Portfolio Problem Solving with Value-at-Risk*
| Neil D. Pearson, | New York: Wiley, 2002 | | Risk Management & Derivatives* | René Stulz, | Mason, Ohio: South-Western, 2003 | | Derivatives Markets* | Robert L. McDonald, | Boston, Addison Wesley, 2003 | | Measuring and Managing Credit Risk* | Arnaud de Servigny, Olivier Renault
| New York: Mc-Graw-Hill, 2004 | | Economic Capital* | Ashish Dev, | London, Risk Books, 2004 | “Measuring and Marking Counterparty Risk” in ALM of FinancialInstitutions, ed. Leo Tilman
| Eduardo Canabarro and Darrell Duffie, | Institutional Investor Books, 2004 | Credit Derivatives, Application, Pricing and Risk Management*
| Gunter Meissner, | Malden, MA, Blackwell Publishing, 2005 | | The Risk Management Process:Business Strategy and Tactics* | Christopher L. Culp, | Hoboken, John Wiley & Sons, Inc, 2001 | Measuring and Managing Credit Risk*
| de Servigny, Renault,
| New York, NY : McGraw-Hill, 2004. | | Measuring market risk* | Dowd
| John Wiley& Sons Inc ,2005 | | Understanding Market, Credit and Operational Risk: The Value At Risk Approach* | Linda Allen, Jacob Boudoukh, Anthony Saunders
| Oxford: Blackwell Publishing, 2004 | | Risk Management* | Michael Crouhy, Dan Galai, and Robert Mark | New York: McGraw-Hill, 2001 | | Risk Management and Capital Adequacy* | Reto Gallati | New York: McGraw-Hill, 2003 | Theory and Practice of Model Risk Management*
| Riccardo Rebonato, | The MathFinance Newsletter, Edition 119, June 20 2005. | Financial Institutions Management.
| Saunders, Cornet,
| Irwin/McGraw-Hill, 1999 | “The Report of the Counterparty Risk Management Policy Group II”, July 27, 2005
| A Private Sector Perspective
| Toward Greater Financial Stability
| The New Generation of Risk Management for Hedge Funds and Private Equity Investments
| Lars Jaeger, ed.,
| London: Euromoney Books, 2003
| | Through the Alpha Smoke Screens, A Guide to Hedge Fund Return Sources | Lars Jaeger
| New York, Euromoney Institutional Investor, 2005 | Asset/Liability Management of Financial Institutions
| Leo M. Tilman, ed., | London: Euromoney, 2003 | Risk Budgeting: A New Approach to Investing
| Leslie Rahl, | London: Risk Books, 2000 | Portfolio Theory and Performance Analysis
| Noel Amenc and Veronique Le Sourd,
| West Sussex: Wiley, 2003 | Funds of Hedge Funds
| Sohail Jaffer, ed.,
| London: Euromoney Books, 2003
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