Financial risk modelling and portfolio optimization with R Tekijä Pfaff, Bernhard

Available for UP System via Wiley Online Library.

Financial risk modelling and portfolio optimization with R Tekijä Pfaff, Bernhard, author

Econometrics of risk

Available for University of the Philippines System via SpringerLink. Click here to access
Also available remotely for University of the Philippines System via SpringerLink. Click here to access thru EZproxy

Corporate and project finance modeling theory and practice Tekijä Bodmer, E.

Risk analysis Tekijä Aven, Terje

Correlation risk modeling and management an applied guide including the Base III correlation framework -- with interactive correlation models in Excel/VBA Tekijä Meissner, Gunter

Financial risk modelling and portfolio optimization with R Tekijä Pfaff, Bernhard

The Basel II Risk Parameters Estimation, Validation, Stress Testing - with Applications to Loan Risk Management

Available for University of the Philippines Diliman via SpringerLink. Click here to access

Sparse grid quadrature in high dimensions with applications in finance and insurance Tekijä Holtz, Markus

Available for the University of the Philippines Diliman via SpringerLink. Click here to access

Applied quantitative finance