Carol Alexander

发表

Market risk analysis I: quantitative methods in finance

Carol Alexander, 2008 .

Principles of the skew

Carol Alexander, 2003 .

Market risk analysis IV: value-at-risk models

C. Alexander, Carol Alexander, 2008 .

Visions of risk

Carol Alexander, 2000 .

Assessment and aggregation of banking risks

Jacques Pezier, Carol Alexander, 2003 .

Market risk analysis. Volume II. Practical financial econometrics

C. Alexander, Carol Alexander, 2008 .

Market risk analysis. Volume IV. Value at risk models

C. Alexander, Carol Alexander, 2009 .

Common correlation and calibrating the lognormal forward rate model

C. Alexander, Carol Alexander, 2003 .

Market Risk Analysis

Carol Alexander, 2009 .