mycourse:quantitative_risk_management
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Quantitative Risk Management
Instructor
Dr. Kekun Wu
- Email: kkwu#zuel.edu.cn (Pls replace # with @)
- Wechat:
教学计划
教材与参考书
- Jorion P. Financial Risk Manager Handbook: FRM Part I/Part II[M]. John Wiley & Sons, 2010.
- Jorion P. Value at Risk: The New Benchmark for Managing Financial Risk[M]. McGraw Hill, 2006.
- Hull J. Risk management and financial institutions, 5th Edition[M]. John Wiley & Sons, 2018.
- McNeil A J, Frey R, Embrechts P. Quantitative risk management: concepts, techniques and tools-revised edition[M]. Princeton university press, 2015.
主要参考文献
[1]
mycourse/quantitative_risk_management.1653358311.txt.gz · 最后更改: 2023/11/10 12:12 (外部编辑)