Adamek P. et al. A Solution Manual to The Econometrics of Financial Markets

John Wiley & Sons, 2008. — 494 p. — (Market Risk Analysis, Vol. IV). Value at Risk and Other Risk Metrics. An Overview of Market Risk Assessment. Risk Measurement in Banks. Risk Measurement in Portfolio Management. Risk Measurement in Large Corporations. Downside and Quantile Risk Metrics. Semi-Standard Deviation and Second Order Lower. Partial Moment. Other Lower Partial...

Princeton University Press, 1996. — 653 p. — ISBN: 9781400830213. The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This...

Wiley, 2011. — 725 p. — ISBN: 0470929901 An updated guide to the theory and practice of investment management Many books focus on the theory of investment management and leave the details of the implementation of the theory up to you. This book illustrates how theory is applied in practice while stressing the importance of the portfolio construction process. The Second Edition...

Princeton University Press, 1994. — 815 p. Much of economics is concerned with modeling dynamics. There has been an explosion of research in this area in the last decade, as "time series econometrics" has practically come to be synonymous with "empirical macroeconomics." Several texts provide good coverage of the advances in the economic analysis of dynamic systems, while...

8 edition. — Prentice Hall, 2012. — 276 c. — ISBN10: 0132164965, ISBN13: 978-0132164962. Ответы к задачам каждой главы учебник а - John C. Hull. "Options, Futures, and Other Derivatives" (8 edition). A must-have for any student reading the Options, futures and derivatives 8th edition. It not only has numerical answers but also explains part of the theory in the form of answers...