Quantitative Risk Management: Concepts, Techniques and Tools量化风险管理练习题册/Princeton University

Based on the textbook Quantitative Risk Management: Concepts, Techniques and Tools (McNeil, Frey and Embrechts;2005, 2015). Henceforth  refer to this book as the QRM textbook and use the abbreviated citations MFE (2005) and MFE (2015) for the two editions.

QUANTITATIVE RISK MANAGEMENT EXERCISE BOOK Marius Hofert, Rüdiger Frey and Alexander J. McNeil