Title Value at Risk: The New Benchmark for Managing Financial Risk, 3rd Edition Risk Management and

Derivatives Modern Portfolio Theory and Investment Analysis Portfolio Theory and Performance Analysis

Author Jorion, Philippe Stulz, Rene Brown, Stephen Amenc, Noel

Chapters 1,12,14 2,3 5, 13, 14, 16,

Hardcopy

Softcopy

no_of_chapters 3 2 4 2

Options, Futures and Other Derivatives Financial Risk Management: A Practitioner`s Guide to Managing Market and Credit Risk Introduction to Econometrics: Brief Edition Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option PRicing Understanding Market, Credit, and Operational Risk: The Value at Risk Approach Derivatives Markets, 2nd Edition Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy Financial Institutions Management: A Risk Management Approach, 6th Edition The Handbook of Fixed Income Securities, 7th Edition Fixed Income Securities: Tools for Today`s Markets Managing Credit Risk: The Great Challenge for Global Financial Markets, 2nd Edition Journal of Investment Management, Vol. 5, No. 4 Measuring and Managing Credit Risk Internal Credit Risk Models: Capital Allocation and Performance Measurement Measuring Market Risk, 2nd Edition

Hull, J. Allen, Steven Stock, James

Yes 4 21, 1, 2, 3, 4, 5, 6, 7, 9, 10, 11, 13, 17, 18 Yes 4 2, 3, 4, 5, 6, 7, Yes

14 4 6

Fabozzi, Frank

2, 3,

2 2 1

Allen, Linda 2, 5, McDonald, Robert

Geman, Helyette Cornett, Marcia Millon Fabozzi, Frank Tuckman, Bruce Altman, Edward I. Fong, H. Gifford De Servigny, Arnaud Ong, Michael Dowd, Kevin 4, 5, 1, 2, 3, 5, 6, 23,

1 14 13

1 1 1 4 2

5 2

1 1 2 1 54