Interesting Articles to Read
Value at Risk A summary on the Value
at Risk methodology from Financial Analysts Journal, Mar/Apr 2000.
Tails, Turtles and Stereos My article
from the Journal of Derivatives, Winter 1997. Please note there
are a number of typos in this article which need to be correct.
The corrections can be found
here
This is the link to my class in
Derivative Securities Management