Quantitative Risk Management: A Practical Guide to Financial Risk, + Website
State-of-the-art risk management techniques and practices for understanding, assessing, and responding to risk in financial firms
"The title says it all. This really is 'A Practical Guide to Risk Management.' It is an enjoyable read for almost anyone in the investment field, while still providing lots of insights to risk professionals. A very well-written book!" —Roger G. Ibbotson, Chairman & CIO, Zebra Capital Management; Professor in Practice of Finance, Yale School of Management
"By combining solid probabilistic foundations with a relentless focus on real practitioner issues, Coleman has produced an invaluable reference for experienced risk managers and traders and also an introductory text for those new to the field." —Andrew Morton, Global Head of G10 Rates, Citigroup; co-originator of the Heath-Jarrow-Morton interest rate model
"Very clear and easy to understand, concrete and matter-of-fact. It is a rare effort to make difficult subjects understandable while remaining true to the technical and professional foundations." —Cyril Le Touzé, Chief Risk Officer, Crédit Mutuel–CIC Group