8 of 9 people found the following review helpful
5.0 out of 5 stars
It will revolutionise the risk management profession, 19 May 2008
Market Risk Analysis is a landmark to the risk management profession.
It's the first collection to cover from the mathematical foundations of quantitative finance to the more complex model applications.
Quantitative Methods in Finance is a rigorous and yet accessible presentation of the fundamental methods with objective exercises presented in the CD.
I highly recommend this book as I believe it will be a reference for both professionals and academics.