Poncet, Patrice; Portait, Roland; Toder, Igor - 2022
asset valuation, risk assessment and measurement. Background in financial mathematics, particularly stochastic calculus, is … Benchmarking and Tactical Asset Allocation -- Part 4 Risk Management, Credit Risk and Credit Derivatives -- 26 Monte Carlo … Simulations -- 27 Value at Risk, Expected Shortfall and Other Risk Measures -- 28 Credit Risk (1) – Credit Risk Assessment …