Professor Shunming Zhang
School of Finance
Renmin University of China
Contents
McNeil, Frey, and Embrechts (2005) Quantitative Risk Management:
Concepts, Techniques and Tools. Princeton University Press
01 Risk in Perspective
02 Basic Concepts in Risk Management
03 Multivariate Models
04 Financial Time Series
05 Copulas and Dependence
06 Aggregate Risk
07 Extreme Value Theory
08 Credit Risk Management
09 Dynamic Credit Risk Models
10 Operational Risk and Insurance Analytics