Suggested Literature: Risk Management
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Risk Management
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Suggestions?
Author of this section: Dr. Christof Luchsinger
This is a young area of finance mathematics. A good introduction with
little mathematics is GW. DS is expected to become a bible.
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The
practice of Risk Management. Various Authors from
Goldman, Sachs & Co. and Warburg Dillon Read (GW). Euromoney Books
(ISBN 1 85564 627 7), 1998
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Market and Credit Risk Management for financial institutions: an
integrated approach. D. Duffie & K.J. Singleton (DS). GSBA,
Stanford, 1999 (to appear)
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Risk Management. P. Embrechts (E).
Vorlesungsmitschrift, written by Dr.
Christof Luchsinger, Sommersemester 1998
Webmaster: Dr. Christof Luchsinger / jobs@math-jobs.com / Member of the Luchsinger Mathematics Group