Narrow search
Showing 1 - 10 of 12,842
Cover Image
Evaluation of counterparty credit risk under netting agreements
Breton, Michèle; Tavasoli, Ahmadreza - 2023
Persistent link: https://www.econbiz.de/10014383826
Cover Image
Port security/safety, risk analysis, and modeling
Altiok, Tayfur (contributor) - 2011
Persistent link: https://www.econbiz.de/10009273075
Cover Image
Capturing information contagion in a stress-testing framework
Anand, Kartik; Gauthier, Céline; Gai, Prasanna; … - 2016
We develop an operational model of information contagion and show how it may be integrated into a mainstream, top-down, stress-testing framework to quantify systemic risk. The key transmission mechanism is a two-way interaction between the beliefs of secondary market investors and the...
Persistent link: https://www.econbiz.de/10011520642
Cover Image
Optimal stress tests and liquidation cost
Gu, Jiadong - In: Journal of economic dynamics & control 146 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014478165
Cover Image
Qualität im Bankgeschäft : theoretische Vorstellungen und ihre Umsetzung in der Praxis
Damiani, Evelyn - 1991
Persistent link: https://www.econbiz.de/10000856276
Cover Image
Competition between low and high quality products in the financial services market
Benrud, Erik - In: Journal of financial services research : JFSR 23 (2003) 2, pp. 133-147
Persistent link: https://www.econbiz.de/10001763560
Cover Image
Risk minimization and optimal derivative design in a principal agent game
Horst, Ulrich; Moreno-Bromberg, Santiago - In: Mathematics and financial economics 2 (2008) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10003880875
Cover Image
Partial differential equations in economics and finance
Basov, Suran - 2007
Partial differential equations -- Elements of the theory of the Stochastic processes -- Partial differential equation … in the consumer theory -- Partial differential equations in the producer theory -- Partial differential equations and … pricing of the financial -- Derivatives -- A theory of boundedly rational behavior -- Partial differential equations in game …
Persistent link: https://www.econbiz.de/10003429606
Cover Image
Essays on market design and strategic interaction
Adilov, Nodir - 2005
Persistent link: https://www.econbiz.de/10003384454
Cover Image
Experimental studies in monetary theory, industrial organization, and financial markets
Tucker, Steven James - 2002
Persistent link: https://www.econbiz.de/10003386170