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Market Risk Analysis, Value at Risk Models (Volume IV)

Market Risk Analysis, Value at Risk Models (Volume IV) 2016-10-06

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Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models. It rests on the basic knowledge of financial mathematics and statistics gained from Volume I, of factor models, principal component analysis, statistical models of volatility and correlation and copulas from Volume II and, from Volume III, knowledge of pricing and hedging financial instruments and of mapping portfolios of similar instruments to risk factors.

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Nicole Seaman
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Was hoping that you would add all four of these volumes to your free resources. Great addition to my personal library - thanks!