Bibliografia

Principal

• - Textos de Apoio teórico/práticos a facultar pela equipa docente durante o trimestre. - Alexander, Carol, 2008, Market Risk Analysis - Vol. IV - Value-At-Risk Models, Wiley. - Hull, John C., 2023, Risk Management and Financial Institutions, 6th Ed, Wiley.:

Secundária

• - Allen, Steven, 2013, Financial Risk Management: A Practitioner?s Guide to Managing Market and Credit Risk, 2nd Ed., Wiley. - Dowd, Kevin, 2007, Measuring Market Risk, 2nd Ed., Wiley. - Jorion, Philippe, 2007, Value at Risk: The New Benchmark for Managing Financial Risk, 3rd Ed., McGraw-Hill Companies. - Jorion, Philippe, 2011, Financial Risk Manager Handbook, 6th Ed., Wiley.: