Financial risk - Mathematical models.

Extreme value methods with applications to finance by: (Language materials, printed)

Econometrics of risk by: (Language materials, printed)

Portfolio management under stress = a Bayesian-net approach to coherent asset allocation / by: (Language materials, printed)

Corporate and project finance modeling = theory and practice / by: (Language materials, printed)

Counterparty credit risk, collateral and funding = with pricing cases for all asset classes / by: (Language materials, printed)

Semi-Markov migration models for credit risk by: (Language materials, printed)

Systemic risk tomography = signals, measurement and transmission channels / by: (Language materials, printed)

Portfolio management under stress : = a Bayesian-net approach to coherent asset allocation / by: (Language materials, printed)

Investments

Extreme value theory

Portfolio management

Markov processes.

Econometrics.

Quantitative Finance.

Computational Intelligence.

Engineering.

Valuation

Finance

Financial risk

Credit

Quality Control, Reliability, Safety and Risk.

Macroeconomics

Financial risk management.

Credit derivatives