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Perspektivy vvedenija novych derivativov na belorusskom birževom sročnom rynke

Sidorenko, Ju. Ju. - In: Belorusskij ėkonomičeskij žurnal : ežekvartalʹnyj … (2013) 4, pp. 126-138

Persistent link: https://www.econbiz.de/10010386857

Vostrebovannost' instrumentov chedžirovanija na mirovom birževom sročnom rynke

Sidorenko, Ju. Ju. - In: Belorusskij ėkonomičeskij žurnal : ežekvartalʹnyj … 93 (2020) 4, pp. 107-116

Persistent link: https://www.econbiz.de/10012496658

Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk

Fantazzini, Dean - In: Applied Econometrics 11 (2008) 3, pp. 87-122

We continue publishing the four-part consultation of professor of Moscow School of Economics of Lomonosov MSU Dean Fantazzini. The first part, that appeared in 2 (10), 2008 of the journal, dealt with the introduction to the problem (section one: basic concepts and types of financial risks,...

Persistent link: https://www.econbiz.de/10009190191

Financial Applications of Copula-Models

Penikas, H. - In: Journal of the New Economic Association (2010) 7, pp. 24-44

measurement, risk hedging, portfolio optimization, derivatives pricing and duration models evaluation. For the purpose the copula …The paper aims at introducing copula-models' concepts and its application to solving such financials programs as risk … definition is firstly introduced. Then different copula families, model estimation and inference techniques are discussed. A …

Persistent link: https://www.econbiz.de/10008679943