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

Available for UP System via Wiley Online Library.

Financial risk modelling and portfolio optimization with R od 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 od Bodmer, E.

Risk analysis od Aven, Terje

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

Financial risk modelling and portfolio optimization with R od 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 od Holtz, Markus

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

Applied quantitative finance