Bibliografía
- Value at Risk: The New Benchmark for Managing Financial Risk (2nd Edition, December 2000), by Philippe Jorion - McGraw Hill
- Managing Financial Risk: A Guide to Derivative Products, Financial Engineering and Value (3rd edition, July 1998), by Charles W. Smithson and Clifford W. Smith - McGraw Hill
- Financial Institutions Management: A modern perspective (3rd Edition January 1996), by Anthony Saunders
- Options, Futures, and Other Derivatives (4th w/ disk edition, January 2000), by John C. Hull - Prentice Hall
- Mastering Value at Risk: A Step by Step Guide to understanding and applying VaR (April 1999)-Financial Times Prentiss Hall by Cormac Butler
- Implementing Value at Risk (January 1999), by Philip Best- John Wiley & Son Ltd
- Risk Management by Michel Crouhy, Robert Mark, Dan Galai - McGraw Hill
- Beyond Value at Risk : The New Science of Risk Management (April 1998) by Kevin Dowd- Wiley Series in Financial Engineering
- Derivatives Handbook : Risk Management and Control by Schwartz. Robert J. , Clifford W. Smith , Robert J. Schwartz- Wiley Series in Financial Engineering
- Financial Risk Manager Handbook 2001-2002 (July 2001), by Philippe Jorion - John Wiley & Sons
