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Wu, Desheng Dash (ed.) - 2011

Persistent link: https://www.econbiz.de/10009231475

Essential mathematics for market risk management

Hubbert, Simon - 2012 - 2nd ed (Online-Ausg.)

.4 Positive Definite Matrices -- 3 Probability Theory for Risk Managers -- 3.1 Univariate Theory -- 3.1.1 Random variables -- 3 ….1.2 Expectation -- 3.1.3 Variance -- 3.2 Multivariate Theory -- 3.2.1 The joint distribution function -- 3.2.2 The joint and marginal …-determined Linear Systems -- 4.4 Linear Regression -- 5 Portfolio Theory I -- 5.1 Measuring Returns -- 5.1.1 A comparison of the …

Persistent link: https://www.econbiz.de/10012683429

Risk management methodology in the supply chain : a case study applied

Hermoso-Orzáez, M. J.; Garzón-Moreno, Joaquin - In: Risk management decisions and value under uncertainty, (pp. 1051-1075). 2022

Persistent link: https://www.econbiz.de/10013342083

Inherent risk : credit and market risks

Haron, Abdullah; Hock, John Lee Hin - In: Islamic finance : the regulatory challenge, (pp. 94-120). 2007

Persistent link: https://www.econbiz.de/10003440741

Ryzyko rynkowe i otoczenie społeczno-gospodarcze

Szkutnik, Włodzimierz (contributor) - 2011

Persistent link: https://www.econbiz.de/10009376436

Managing risk in multi-asset class, multimarket central counterparties : the CORE approach

Vicente, Luis A. B. G.; Cerezetti, F. V.; De Faria, S. R.; … - In: Journal of banking & finance 51 (2015), pp. 119-130

Persistent link: https://www.econbiz.de/10011377281

Control without limits : why the "fundamental review of trading books" is a good step forward and how it could go further

Godart, Cyril - In: Journal of risk management in financial institutions 8 (2015) 3, pp. 297-307

Persistent link: https://www.econbiz.de/10011443591

The new hybrid value at risk approach based on the extreme value theory

Radivojevic, Nicola; Cvjetkovic, Milena; Stepanov, Saša - In: Estudios de economía 43 (2016) 1, pp. 29-52

In this paper the authors introduce a new hybrid approach based on the Extreme Value Theory (EVT) to joint estimation … emerging markets, such as leptokurtosis, asymmetry, autocorrelation and heteroscedasticity. …

Persistent link: https://www.econbiz.de/10011503775

A framework for market, credit and transfer risk aggregation and stress testing

Farinelli, Simone - In: The journal of credit risk : published quarterly by … 12 (2016) 1, pp. 1-41

Persistent link: https://www.econbiz.de/10011566247

Asset liability management for financial institutions : balancing financial stability with strategic objectives

Swarup, Bob (contributor) - 2012

Persistent link: https://www.econbiz.de/10009582193