Market Risk Analysis: Quantitative Methods in Finance, Volume I by Carol Alexander
http://www.amazon.com/Market-Risk-Analysis-Quantitative-Methods/dp/0470998008/ref=sr_1_3?ie=UTF8&s=books&qid=1257873581&sr=8-3
Market Risk Analysis: Practical Financial Econometrics, Volume II by Carol Alexander
http://www.amazon.com/Market-Risk-Analysis-Practical-Econometrics/dp/0470998016/ref=sr_1_4?ie=UTF8&s=books&qid=1257873581&sr=8-4
也可以用后两卷交换。