Financial risk management - Mathematical models.

Overview

Works:	13 works in 4 publications in 4 languages

Titles

Quantification of operational risk under Basel II = the good, bad andugly / by: (Electronic resources)

Financial econometrics modeling by: (Electronic resources)

Semi-Markov migration models for credit risk / by: (Language materials, printed)

Interest rate modeling for risk management = market price of interest rate risk / by: (Electronic resources)

Pandemic risk management in operations and finance = modeling the impact of COVID-19 / by: (Electronic resources)

Models at work : = a practitioner's guide to risk management / by: (Electronic resources)

Stochastic methods for pension funds by: (Electronic resources)

Bayesian risk management = a guide to model risk and sequential learning in financial markets / by: (Electronic resources)

Bubble value at risk = a countercyclical risk management approach / by: (Electronic resources)

Subjects