Resources for students, lecturers and
[this page | pdf | back links]
website contains a substantial student, lecturer and practitioner resource pack
Risk Management (ERM), including ERM
for pension funds.
The Nematrian website
was also partly created to provide a convenient repository for material linked
to books and papers that its founder, Malcolm Kemp,
has written or co-authored. These include:
Consistency: Model Calibration in Imperfect Markets; and
Events: Robust Portfolio Construction in the Presence of Fat Tails
(c) Systemic Risk: A Practitioner’s
Guide to Measurement, Management and Analysis
Please follow these hyperlinks to find out more about these
books or to access tools or other resources available on the Nematrian website
that relate to material that they cover.