Bibliografia

Principal

• Slides das aulas e artigos selecionados:

Secundária

• Jorion, Philippe, 2011, Financial Risk Manager Handbook, 6th Ed., Wiley Jorion, Philippe, 2007, Value at Risk: The New Benchmark for Managing Financial Risk, 3rd Ed., McGraw-Hill Companies Hull, John C., 2018, Risk Management and Financial Institutions, 5th Ed., Wiley Dowd, Kevin, 2007, Measuring Market Risk, 2nd Ed., Wiley Coleman, Thomas, 2011, A Practical Guide to Risk Management, Research Foundation of CFA Institute. Allen, Steven, 2013, Financial Risk Management: A Practitioner?s Guide to Managing Market and Credit Risk, 2nd Ed., Wiley Alexander, Carol, 2008, Market Risk Analysis - Vol. IV - Value-At-Risk Models, Wiley: