以前有人发过书,很贵. 我找到CD. 书就便宜卖了. 一共20. 这书很实用,没什么很眩的东西.


Implementing Value at Risk
Published Online: 27 Dec 2004
Author(s): Philip Best
Print ISBN: 0471972053 Online ISBN: 0470013303
DOI: 10.1002/0470013303
Copyright © 1998 John Wiley & Sons, Ltd
TOC:
Front Matter (p i-xiv)
Chapter 1: Defining Risk and VAR (p 1-13)
Chapter 2: Covariance (p 14-31)
Chapter 3: Calculating VAR Using Simulation (p 32-56)
Chapter 4: Measurement of Volatility and Correlation (p 57-102)
Chapter 5: Implementing Value at Risk (p 103-127)
Chapter 6: Stress Testing (p 128-140)
Chapter 7: Managing Risk with VAR (p 141-148)
Chapter 8: Risk Adjusted Performance Measurement (p 149-173)
Chapter 9: Regulators and Risk Management (p 174-196)
Chapter 10: Introduction to the Spreadsheets (p 197-198)
References and Further Reading (p 199-200)
Index (p 201-208)