Financial risk management - Mathematical models.

Overview

Works:	12 works in 4 publications in 4 languages

Titles

Nonlinear valuation and non-Gaussian risks in finance / by: (Language materials, printed)

Quantitative risk and portfolio management : = theory and practice / by: (Language materials, printed)

Economic capital and financial risk management for financial services firms and conglomerates by: (Language materials, printed)

Financial econometrics modeling = market microstructure, factor models and financial risk measures / by: (Language materials, printed)

Financial econometrics modeling by: (Language materials, printed)

Models at work : = a practitioner's guide to risk management / by: (Language materials, printed)

Stochastic methods for pension funds DUP_1 by: (Language materials, printed)

Stochastic methods for pension funds by: (Language materials, printed)

Bayesian risk management = a guide to model risk and sequential learning in financial markets / by: (Language materials, printed)

Bubble value at risk = a countercyclical risk management approach / by: (Language materials, printed)

Subjects

Capital.

Finance

Banking.

Credit