1. Donefer, B., 2010. Algos Gone Wild: Risk in the World of Automated Trading Strategies. J. Trading 5 (2), 3134, Spring 2010.
2. Comptroller of the Currency, Administrator of National Banks, Loan Portfolio Management Comptroller’s Handbook, April 1998.
3. Models Behaving Badly: Why Confusing Illusion with Reality Can Lead to Disaster on Wall Street and in Life;Derman,2011
4. Khandani A.E., Lo A., What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data, 2008, .
5. Kissell, R., 2009. Volatility: Is it safe to get back into the water? CQA/SQA Trading Seminar. .