– 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