Re: I am a beginner

Posted by Arcady Novosyolov on Apr 18, 2002; 8:53pm
URL: http://quantlib.414.s1.nabble.com/I-am-a-beginner-tp1993p1995.html

Ferdinando,

FA> here's my suggested bibliography. I'm probably going to publish it on the
FA> QuantLib web site: any feedback is welcome.

The following forthcoming book on VaR might be of interest:

Glyn A. Holton
Value-at-Risk: Theory and Practice
Hardcover, 288 pages, August 2002
Academic Press, ISBN: 0123540100

Best regards,

Arcady

=============================================
Arcady A. Novosyolov, Ph.D.
Institute of Computational Modeling, SB RAS,
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