Exercises

The solution manual for The QRM Exercise Book can be downloaded from our public GitHub repository. This version also contains the statement of the exercises.

The official published version of The QRM Exercise Book can be obtained by clicking on the cover image below.

MFE2cover

It can be cited via:

@Book{,  
    author = {Hofert, M. and Frey, R. and McNeil, A. J.},  
    title = {{T}he {Q}uantitative {R}isk {M}anagement {E}xercise {B}ook},  
    year = 2020,  
    publisher = {Princeton University Press},  
    isbn = {9780691206707}
}

Model solutions to the R coding exercises can be accessed via the R Code section of this website.