Mario R. Melchiori

Risk Management's Resources

What's New

Links

Discussion Forums

Risk Management 

Software

RiskMetrics Rule

Working Paper

Feedback

The goal of this site is the diffusion of the available material in Internet referred to the Finances in General and to Risk Management, in all their fields - Market Risk , Credit Risk and Operational Risk -, in particular, likewise, the popularization of the places where the most modern methodologies on these topics are debated . Also, I put on , freely, a series of Software that implement some of the models presented in the Links and discussed in the Discussion Forums. In addition, papers which are authored by me can be downloaded from Working Paper. So welcome. If you have a minute, please tell me what you think. Your Feedback —questions, comments or criticisms — is always welcome.