Book

Financial Risk Management Techniques: Exercises and Solutions is based on the textbook “Notes on Quantitative Financial Analysis” (2nd Edition).

The exercises presented here have been proposed in past training sessions and exams of the Financial Risk Management Techniques course, spanning from June 9, 2023, to February 13, 2026.

The structure of this exercise book follows the same organization as the main textbook, with each chapter dedicated to a specific topic in financial risk management.

For each topic, we present a collection of exercises along with their detailed solutions.

After the exercises, in-depth analyses and references to additional materials are available for further consultation.

Acknowledgements

We would like to express our heartfelt thanks to the AIFIRM Editorial Board for the opportunity to work on this project.

Our gratitude also goes to our colleagues and friends in UNIGE (Department of Economics) and in BPER (Financial Administration) for providing many interesting insights.

First Edition

AIFIRM Edizioni: Educational Book series

ISBN Print: 979-12-80245-38-0, ISBN Online: 979-12-80245-37-3

DOI: 10.47473/2016eda0008

Code Repository: GitHub

Printed on 20th March 2026

Co-Author

Giacomo Gaggero

Teaching Assistant of the courses:

• Financial Risk Management Techniques (Economics and Data Science)

• Quantitative Finance (PhD in Economics and Quantitative Methods)