Bibliografia

Principal

• - Alexander, Carol, Market Risk Analysis Vol IV: Value at Risk Models, Wiley, 2009 - Class notes and Excel spreadsheets made available on the e-learning platform:

Secundária

• - Alexander, Carol, Market Risk Analysis Vol III: Value Pricing, Hedging and Trading Financial Instruments, Wiley, 2008 - Hull, John, Risk Management and Financial Institutions, 5th Edition, Wiley. 2018 - Risk Metrics - Technical Document, J.P. Morgan, 1996: