3

The Black-Scholes Equation in Presence of Arbitrage

Year:
2016
Language:
english
File:
PDF, 159 KB
english, 2016
4

Sharpe thinking in asset ranking with one-sided measures

Year:
2008
Language:
english
File:
PDF, 145 KB
english, 2008
6

Upside and downside risk with a benchmark

Year:
2003
Language:
english
File:
PDF, 77 KB
english, 2003
10

A Framework for Market, Credit and Transfer Risk Aggregation and Stress Testing

Year:
2012
Language:
english
File:
PDF, 447 KB
english, 2012
15

Two Models of Stochastic Loss Given Default

Year:
2012
Language:
english
File:
PDF, 140 KB
english, 2012
31

Joint Credit Risk Management of Balance Sheet and Hedge Portfolio

Year:
2008
Language:
english
File:
PDF, 294 KB
english, 2008