全部版块 我的主页
论坛 提问 悬赏 求职 新闻 读书 功能一区 经管百科 爱问频道
2267 2
2009-11-09
最近在学习条件风险值的论文,想找找书或文章了解下VAR和CVAR的定义,概念等基本内容,我自己找了一些,但是很零碎,希望有系统介绍这方面的书或文章。
大家知道的话,请告诉我吧,一起学习!谢谢啦!
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

全部回复
2009-11-9 18:49:16
a good book about the risk management, 'Risk and Asset Allocation' ( Attilio Meucci)

The following is his personal webpage:
http://www.symmys.com/AttilioMeucci/

It is very helpful to understand some risk models as he provide sufficient examples and studying materials, especially a complete Matlab package to fulfill the models in his book.

The attached files include this book, the program package and relative materials: the appendix, the errata, the slides.

The exercises of this book can be download from this link:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1447443

YOU CAN FIND THIS BOOK FROM THIS FORUM.
GOOD LUCK!
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2011-10-27 10:22:43
好人啊。多谢。
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群