Modelling Financial Risk

Readings

Click below to obtain pre-course readings.

These documents are for course participants and can only be opened with the appropriate password.

 

Risk Management Lessons from Long-Term Capital Management, Philippe Jorion, Current Version - January 2000

Measuring traded market risk: Value-at-Risk and backtesting techniques, Colleen Cassidy and Marianne Gizycki, November 1997

Fallacies about the effects of Market Risk Management Systems, Philippe Jorion, July 2002

 

Following the course further readings will be available from LFS library

If you don't already have it, get the reader here: