Dr. Kekun Wu

• Email: kkwu#zuel.edu.cn (Pls replace # with @)
• Wechat:

1. Jorion P. Financial Risk Manager Handbook: FRM Part I/Part II[M]. John Wiley & Sons, 2010.
2. Jorion P. Value at Risk: The New Benchmark for Managing Financial Risk[M]. McGraw Hill, 2006.
3. Hull J. Risk management and financial institutions, 5th Edition[M]. John Wiley & Sons, 2018.
4. McNeil A J, Frey R, Embrechts P. Quantitative risk management: concepts, techniques and tools-revised edition[M]. Princeton university press, 2015.

查找文献的方法

[1] Longerstaey J, Spencer M. Riskmetricstm—technical document[J]. Morgan Guaranty Trust Company of New York: New York, 1996, 51: 54.

[2] Mina J, Xiao J Y. Return to RiskMetrics: the evolution of a standard[J]. RiskMetrics Group, 2001, 1: 1-11.

[3] Morgan J P. Creditmetrics-technical document[J]. JP Morgan, New York, 1997.