Hull, John - 2018 - Fifth edition
.3 The Capital Asset Pricing Model -- 1.3.1 Assumptions -- 1.3.2 Alpha -- 1.4 Arbitrage Pricing Theory -- 1.5 Risk vs. Return … (Answers at End of Book) -- Further Questions -- 13 Historical Simulation and Extreme Value Theory -- 13.1 The Methodology … the Portfolio -- 13.3.4 Bootstrap Method -- 13.4 Computational Issues -- 13.5 Extreme Value Theory -- 13.5.1 The Key …
