Hi guys, I'm doing a quantitative finance research project (which includes quite a fair bit of probability and statistics) that is based on the following papers:
"Systemic Risk and Sovereign Debt in the Euro Area" - Deyan Radev (can be downloaded here: Systemic Risk and Sovereign Debt in the Euro Area by Deyan Radev :: SSRN)
and
"Consistent Information Multivariate Density Optimizing Methodology" - Segoviano (found here: http://eprints.lse.ac.uk/24511/1/dp557.pdf)
I have a fairly good mathematical background, however I was wondering if anyone can suggest me some good mathematical texts I can read in order to understand the proofs outlined in the Appendices of Radev's paper, more specifically it is appendix 3 which troubles me the most as I am very unfamiliar with the mathematics in that appendix, so I need to do some background mathematics reading first.
Also with the paper by Segoviano, again I was wondering if anyone can suggest me some good texts to read to understand the maths presented in sections 2.2-2.3 (page 11-16).
In general, I am just wishing to read whatever is required in order to understand the proofs and arguments presented in the aforementioned parts.
I appreciate any help! Thanks!