Deutsch, Hans-Peter; Beinker, Mark - 2019 - Fifth edition
VaR Computation -- 25. Backtesting: Checking the Applied Methods -- 26. Classical Portfolio Management -- 27. Attributes … and their Characteristic Portfolios -- 28. Active Management and Benchmarking -- 29. Construction of the Yield Curve … derivative pricing, risk management and portfolio optimization, covering all relevant topics with enough hands-on, depth of …