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Campbell et al, the econometrics of financial markets, princeton university press, 1997. Building on the three previous volumes, this book provides by far the most comprehensive, rigorous and detailed treatment of market var models. A guide to financial data analysis by carol alexander market models describes financial market models as used by investment risk managers and investment analysts. Riskadjusted valuation of the real option to invest, icma centre discussion papers in finance icmadp201419, henley business school, reading university. Quantitative methods in finance, authorcarol alexander, year2008 carol alexander. Having said this, it is an important time for academics to express opinions about the crisis, and to this end i have created a market commentary section of the site. Market risk analysis volume iv value at risk models. Her fourvolume textbook on market risk analysis wileys, 2008 is the definitive guide to the subject. Carol alexanders pedagogical approach takes readers from basics to the most advanced analysis, each step being illustrated by relevant and practical examples. Carol has written and edited numerous books in mathematics and finance and published extensively in topranked international journals. Risk management and analysis, new markets and products. A critical investigation of cryptocurrency data and analysis.