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Capital Market Finance : An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk

Poncet, Patrice; Portait, Roland; Toder, Igor - 2022

Options (II): Continuous-Time Models, Black–Scholes and Extensions -- 12 Option Portfolio Strategies: Tools and Methods -- 13 …

Persistent link: https://www.econbiz.de/10013441427

Risk Management in Finance and Logistics

Xu, Chunhui; Shiina, Takayuki - 2018

This is the first book to introduce the major quantitative tools in risk management taking financial investments and logistics planning as the background: optimization and stochastic programming. Contained here are the fundamentals of portfolio selection theory from the point of view of risk...

Persistent link: https://www.econbiz.de/10012396791

An investigation of model risk in a market with jumps and stochastic volatility

Coqueret, Guillaume - In: European journal of operational research : EJOR 253 (2016) 3, pp. 648-658

Persistent link: https://www.econbiz.de/10011493990

Model risk in the over-the-counter market

Lazar, Emese; Qi, Shuyuan - In: European journal of operational research : EJOR 298 (2022) 2, pp. 769-784

Persistent link: https://www.econbiz.de/10013206897

Pricing of variance swap rates and investment decisions of variance swaps : evidence from a three-factor model

Hong, Yi; Jin, Xing - In: European journal of operational research : EJOR 303 (2022) 2, pp. 975-985

Persistent link: https://www.econbiz.de/10013364052

Hedging with automatic liquidation and leverage selection on bitcoin futures

Alexander, Carol; Deng, Jun; Zou, Bin - In: European journal of operational research : EJOR 306 (2023) 1, pp. 478-493

Persistent link: https://www.econbiz.de/10014278033

Accuracy of mortgage portfolio risk forecasts during financial crises

Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 249 (2016) 2, pp. 440-456

Persistent link: https://www.econbiz.de/10011436707

Modelling credit grade migration in large portfolios using cumulative t-link transition models

Forster, Jonathan J.; Buzzacchi, Matteo; Sudjianto, Agus; … - In: European journal of operational research : EJOR 254 (2016) 3, pp. 977-984

Persistent link: https://www.econbiz.de/10011521936

Evolutionary behaviors regarding pricing and payment-convenience strategies with uncertain risk

Johari, Maryam; Hosseini-Motlagh, Seyyed-Mahdi - In: European journal of operational research : EJOR 297 (2022) 2, pp. 600-614

Persistent link: https://www.econbiz.de/10013259797

Modelling Economic Capital : Practical Credit-Risk Methodologies, Applications, and Implementation Details

Bolder, David Jamieson - 2022

Chapter 1. Introducing Economic Capital -- Part 1. Modelling Credit-Risk Economic Capital -- Chapter 2. Constructing a Practical Model -- Chapter 3. Finding Model Parameters -- Chapter 4. Implementing The Model -- Part 2. Loan Pricing -- Chapter 5. Approximating Economic Capital -- Chapter 6....

Persistent link: https://www.econbiz.de/10013192337