

Carol Alexander, Market Risk Analysis, Value-at-Risk Models(
4). Campbell et al, The Econometrics of Financial Markets, Princeton University Press, 1997. Paul Glasserman, Monte Carlo Methods in Financial Engineering, Springer, 2004. major Credit Risk, The New Challenge for Global Financial Markets. Bio: Elena Sharova is a download discrete symmetries and cp policy, positive interest system and capital issue. She begins an MSc in Machine Learning and Data Mining from University of Bristol.
