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Quantitative Risk Management: A Practical Guide to Financial Risk, + Website
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Quantitative Risk Management: A Practical Guide to Financial Risk, + Website

by Thomas S. Coleman, Bob Litterman
May 2012
Beginner
558 pages
15h 47m
English
Wiley
Content preview from Quantitative Risk Management: A Practical Guide to Financial Risk, + Website

References

Abramowitz, Milton, and Irene A. Stegun. 1972. Handbook of Mathematical Functions. New York: Dover Publications.

Aczel, Amir D. 2004. Chance: A Guide to Gambling, Love, the Stock Market, & Just About Everything Else. New York: Thunder's Mouth Press.

Adler, David. 2009. Snap Judgment. Upper Saddle River, NJ: FT Press.

Alexander, Carol. 2001. Market Models: A Guide to Financial Data Analysis. New York: John Wiley & Sons.

Artzner, P., F. Delbaen, J. M. Eber, and D. Heath. 1999. “Coherent Measures of Risk.” Mathematical Finance 9: 203–228.

Bailey, Jeffrey V., William F. Sharpe, and Gordon J. Alexander. 2000. Fundamentals of Investments. 3rd ed. New York: Prentice Hall.

Basel Committee on Banking Supervision. Undated. About the Basel Committee. www.bis.org/bcbs.

_____________. 2003. Sound Practices for the Management and Supervision of Operational Risk. BIS. www.bis.org/publ/bcbs96.htm.

_____________. 2004. Basel II: International Convergence of Capital Measurement and Capital Standards: a Revised Framework. BIS. www.bis.org/publ/bcbs107.htm.

_____________. 2006. Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework—Comprehensive Version. BIS. www.bis.org/publ/bcbs128.htm.

_____________. 2011. Principles for the Sound Management and Supervision of Operational Risk. BIS, June. www.bis.org/publ/bcbs195.htm.

Beirlant, Jan, Wim Schoutens, and Johan Segers. 2005. “Mandelbrot's Extremism.” Wilmott Magazine, March.

Bernstein, Peter ...

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Publisher Resources

ISBN: 9781118235935Purchase book