Dòng Nội dung
1
Credit risk modeling : Theory and applications / David Lando.
Princeton, NJ : Princeton University Press, 2004
310 p. ; 21 cm.

"Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts in banks and other financial institutions, and at regulators interested in the modeling aspects of credit risk."--Jacket.
2
Financial risk manager handbook / Philippe Jorion.
Hoboken, N.J. : Wiley, 2003
713 p. ; 29 cm.
3
Quantitative risk management : concepts, techniques and tools / Paul Embrechts.
Princeton, N.J. : Princeton University Press, 2005.
29 p. ; 20 cm.
4
Risk management / Michel Crouhy, Dan Galai, Robert Mark.
New York : McGraw Hill, 2000
718 p. ; 21 cm.
5
Risk management and shareholders' value in banking : from risk measurement models to capital allocation policies / Andrea Resti.
Hoboken, NJ : Wiley, 2007.
782 p. ; 30 cm.