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Risky risk measures : a note on underestimating financial risk under the normal assumption
Goodfellow, Christiane, (2016)
Value at risk : the new benchmark for managing financial risk
Jorion, Philippe, (2001)
Financial risk measurement for Turkish insurance companies using VaR models
Yildirim, Ismail, (2016)
An introduction to bond markets
Choudhry, Moorad, (2010)
The principles of banking
Choudhry, Moorad, (2012)
Structured credit products : credit derivatives and synthetic securitisation
Choudhry, Moorad, (2004)