1

The Economic Foundations of Risk Management

Year:
2019
Language:
english
File:
PDF, 594 KB
english, 2019
2

CORRELATION UNDER STRESS IN NORMAL VARIANCE MIXTURE MODELS

Year:
2015
Language:
english
File:
PDF, 898 KB
english, 2015
3

Credit gap risk in a first passage time model with jumps

Year:
2013
Language:
english
File:
PDF, 750 KB
english, 2013
5

Tail-Risk Protection Trading Strategies

Year:
2015
Language:
english
File:
PDF, 2.19 MB
english, 2015
8

Static hedging under maturity mismatch

Year:
2015
Language:
english
File:
PDF, 1.33 MB
english, 2015
9

Model risk of contingent claims

Year:
2016
Language:
english
File:
PDF, 1.07 MB
english, 2016
10

Static Hedging Under Maturity Mismatch

Year:
2011
Language:
english
File:
PDF, 846 KB
english, 2011
11

Competition, Bonuses, and Risk-Taking in the Banking Industry

Year:
2011
Language:
english
File:
PDF, 669 KB
english, 2011
13

Measuring the Model Risk of Contingent Claims

Year:
2013
Language:
english
File:
PDF, 665 KB
english, 2013
14

Credit Gap Risk in a First Passage Time Model with Jumps

Year:
2009
Language:
english
File:
PDF, 562 KB
english, 2009
15

Latin Hypercube Sampling with Dependence and Applications in Finance

Year:
2008
Language:
english
File:
PDF, 452 KB
english, 2008