M. K. · M. Kemp · Malcolm H.D. Kemp
title | ISBN-13 (ISBN-10) | year of publication |
---|---|---|
Extreme Events: Robust Portfolio Construction in the Presence of Fat Tails | 978-0-470-75013-1 (0-470-75013-8) | 2010 |
Market Consistency: Model Calibration in Imperfect Markets | 978-0-470-77088-7 (0-470-77088-0) | 2009 |
Systemic Risk: A Practitioner's Guide to Measurement, Management and Analysis | 978-1-137-56586-0 (1-137-56586-1) | 2017 |