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Financial Models with Levy Processes and Volatility Clustering
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Published: February 2011

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Extreme Events: Robust Portfolio Construction in the Presence of Fat Tails
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Published: January 2011

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Modelling Operational Risk Using Bayesian Inference
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Value-at-Risk Application for Equities: The Practice of Russian Financial Institutions
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Portfolio and Risk Management for Central Banks and Sovereign Wealth Funds
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Statistics and Data Analysis for Financial Engineering
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Bubble Value at Risk: Extremistan and Procyclicality
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Volatility: Risk and Uncertainty in Financial Markets
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Published: December 2010

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VaR Based on SMA, EWMA and GARCH(1,1) Volatility Models
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Financial Risk Manager's Handbook 6th Edition
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