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求risk.net文献 A dynamical model of market under- and overreaction
6 个回复 - 561 次查看【作者(必填)】Jorge R. Sobehart, Ricardo Farengo 【文题(必填)】A dynamical model of market under- and overreaction 【年份(必填)】2003 【全文链接或数据库名称(选填)】https://www.risk.net/journa ...2022-11-17 16:26 - popppp - 求助成功区

Modeling systemic risk and dependence structure between oil and stock markets us
1 个回复 - 503 次查看【作者(必填)】 23 【文题(必填)】 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method【年份(必填)】 23 【全文链 ...2021-6-15 15:08 - internet.hzx - 求助成功区

[Basel IV]: Revised internal models approach for market risk(pwc)
2 个回复 - 1522 次查看 Basel IV: Revised internal models approach for market risk New challenges for banks Preface.................................................................................................... ...2019-5-27 21:48 - mikeleung110 - 金融学（理论版）

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk
28 个回复 - 5400 次查看 Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk, Second Edition by Takashi Yasuoka (Author) About the Author Takashi Yasuoka, Professor, Graduate School of Enginee ...2019-6-23 12:15 - slowry - 金融学（理论版）

Measuring the Performance of Market-Based Credit Risk Models PPT 56 Slides
4 个回复 - 790 次查看 Measuring the Performance of Market-Based Credit Risk Models PPT 56 Slides Quantitative Analytics Research Group Standard & Poor’s2019-4-26 16:45 - zlghs - 投资人（实务版）

Modeling systemic risk and dependence structure between oil and stock markets us
1 个回复 - 397 次查看【作者(必填)】 232 【文题(必填)】 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method【年份(必填)】 3 【全文链 ...2019-6-20 11:24 - internet.hzx - 求助成功区

Modeling systemic risk and dependence structure between oil and stock markets us
1 个回复 - 278 次查看【作者(必填)】 3 【文题(必填)】 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method【年份(必填)】 23 【全文链接 ...2019-6-20 11:18 - internet.hzx - 求助成功区

Market Risk Modelling,2e.pdf
10 个回复 - 2856 次查看 Market Risk Modelling,2e.pdf2014-6-13 06:09 - merryfish - 金融工程（数量金融）与金融衍生品

Market Risk Modelling, Second Edition: Applied Statistical Methods for Practitio
38 个回复 - 6345 次查看 The second edition of Market Risk Modelling examines the latest developments and updates in statistical methods used to solve the day-to-day problems faced by a risk manager. After almost a decade sin ...2014-6-13 05:32 - 大家开心 - 金融学（理论版）

market risk modeling (Nigel Da Costa)
6 个回复 - 2449 次查看 http://www.amazon.com/Market-Risk-Modelling-Statistical-Practitioners/dp/1904339077/ref=sr_1_3?ie=UTF8&s=books&qid=1258384679&sr=8-3 一本关于由浅入深的介绍market risk的参考书。由于是行业内部使用的， ...2009-11-16 23:23 - cfwd669 - 金融学（理论版）

Comparing Strategy Risk Models on the Taiwanese Stock Market
4 个回复 - 784 次查看【作者(必填)】Plamen Patev and Kaloyan Petkov 【文题(必填)】Comparing Strategy Risk Models on the Taiwanese Stock Market 【年份(必填)】The Journal of Wealth Management Winter 2018, 21 (3) 79-93 ...2019-8-9 00:32 - wangzt - 文献求助专区

The predictive power of value-at-risk models in commodity futures markets
1 个回复 - 666 次查看 The predictive power of value-at-risk models in commodity futures markets [*]Roland Füss[/backcolor], [*]Zeno Adams[/backcolor] & [*]Dieter G Kaiser[/backcolor] Journal of Asset Management[/bac ...2020-6-26 16:33 - freiburgskirt - 求助成功区

EIU Market Indicators & Forecasts、EIU Country Risk Model-国家风险模型数据库
2 个回复 - 3863 次查看需要用到EIU Market Indicators & Forecasts、EIU Country Risk Model数据库的四组数据，请各位朋友帮我下载下来，每组数据会给100论坛币作为报酬，谢谢！ EIU Market Indicators & Forecasts数据库中三个变量：（ ...2016-6-5 08:22 - wzw03 - 悬赏大厅

Modelling systemic risk and dependence structure between oil and stock markets u
1 个回复 - 553 次查看【作者(必填)】 W Mensi， S Hammoudeh， SJH Shahzad， M Shahbaz 【文题(必填)】 Modelling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-b ...2018-2-10 08:16 - internet.hzx - 求助成功区

Granularity adjustment for mark-to-market credit risk models
1 个回复 - 435 次查看【作者(必填)】【文题(必填)】Granularity adjustment for mark-to-market credit risk models 【年份(必填)】【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S03784266 ...2017-12-11 11:14 - 不再后悔 - 求助成功区

免費 Levy Processes in Credit Risk and Market Models
2 个回复 - 2460 次查看 Levy Processes in Credit Risk and Market Models Dissertation zur Erlangung des Doktorgrades der Mathematischen Fakultat der Albert-Ludwigs-Universitat Freiburg i. Brsg. vorgelegt von Fehmi O ...2009-8-2 10:55 - martinnyj - 金融学（理论版）

Modeling systemic risk and dependence structure between oil and stock markets us
1 个回复 - 548 次查看【作者(必填)】 WalidMensia. Numbers and letters correspond to the affiliation list. Click to expose these in author workspaceb. Numbers and letters correspond to the affiliation list. Click to expose ...2017-8-23 22:11 - internet.hzx - 求助成功区

Modeling systemic risk and dependence structure between oil and stock markets us
8 个回复 - 1045 次查看【作者(必填)】 WalidMensia. Numbers and letters correspond to the affiliation list. Click to expose these in author workspaceb. Numbers and letters correspond to the affiliation list. Click to expose ...2017-7-18 18:17 - internet.hzx - 求助成功区

CREDIT RISK MODEL BASED ON ARTIFICIAL NEURAL NETWORK FOR FINANCIAL MARKET
3 个回复 - 1363 次查看【作者(必填)】Q Zhang 【文题(必填)】CREDIT RISK MODEL BASED ON ARTIFICIAL NEURAL NETWORK FOR FINANCIAL MARKET 【年份(必填)】2014 ResearchGate 【全文链接或数据库名称(选填)】ResearchGate2017-4-13 17:28 - wutanchu - 求助成功区

Empirical analysis of ARMA-GARCH models in market risk estimation on high-freque
5 个回复 - 1098 次查看【作者(必填)】Alexander Beck1 / Young Shin Aaron Kim2 / Svetlozar Rachev3 / Michael Feindt4 / Frank Fabozzi5 【文题(必填)】Empirical analysis of ARMA-GARCH models in market risk estimation on high- ...2016-12-18 15:18 - runman - 求助成功区

An evolving network model of credit risk contagion in the financial market
1 个回复 - 1119 次查看【作者(必填)】 Tingqiang Chen, Jianmin He & Xindan Li 【文题(必填)】 An evolving network model of credit risk contagion in the financial market【年份(必填)】 2016 【全文链接或数据库名称(选填)】ht ...2016-9-7 23:38 - waterup - 求助成功区

Measuring financial market risk contagion using dynamic MRS-Copula models: The c
1 个回复 - 734 次查看【作者(必填)】 [*]Luo Changqinga, b, [*]Xie Chia, [*]Yu Conga, [*]Xu Yana, 【文题】Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other inter ...2016-1-26 23:29 - internet.hzx - 文献求助专区

Measuring financial market risk contagion using dynamic MRS-Copula models: The c
1 个回复 - 677 次查看【作者(必填)】 [*]Luo Changqinga, b, [*]Xie Chia, [*]Yu Conga, [*]Xu Yana, 【文题】Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other inter ...2016-1-26 23:20 - internet.hzx - 求助成功区

Carol Alexander Market Risk Analysis Volume IV Value at Risk Models v. 4 2009
7 个回复 - 2594 次查看英文原版Carol Alexander Market Risk Analysis Volume IV Value at Risk Models v. 4 2009Carol Alexander，Queen of Market Risk...难得找到英文原版第四卷，似乎前三卷在论坛上都已经有了，自己找找吧。 ...2015-3-19 07:55 - suntotal - 金融学（理论版）

Credit, Market, operational risk modelling using excel
4 个回复 - 2718 次查看 Credit, Market, operational risk modelling using excel2010-1-18 01:35 - super789 - 金融学（理论版）

Market Risk Analysis: Volume IV: Value at Risk Models (v. 4)
8 个回复 - 4531 次查看 Product Description Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previou ...2009-10-5 01:46 - Enthuse - 金融学（理论版）

Market Risk Analysis vol 4 value at risk models.pdf
12 个回复 - 4415 次查看 Market Risk Analysis Volume IV ___Value-at-Risk Models IV.1 Value at Risk and Other Risk Metrics 1 IV.1.1 Introduction 1 IV.1.2 An Overview of Market Risk Assessment 4 IV.1.2.1 Risk Measurement in ...2010-2-21 16:57 - standpoint_woo - 金融学（理论版）

[下载][Wiley] Data Mining Cookbook (Modeling Data for Marketing Risk and CRM)
7 个回复 - 4390 次查看难得的一本教你怎样建模的好书! China-pub 购书网卖96元!!!! 基本信息内容简介作译者封面查看评论(0) 勘误建议 Book information: Increase profits and reduce costs by utilizing th ...2009-8-6 22:57 - stonee111 - 数据分析与数据挖掘

Fixed Income Model In Market Risk Downloadable
3 个回复 - 878 次查看 RT2011-10-17 11:46 - tiger0 - 求助成功区

Market Risk and Financial Markets Modelling
74 个回复 - 7375 次查看作者: Sornette, Didier; Ivliev, Sergey; Woodard, Hilary 出版年: 2012-2 页数: 267 The current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that fail ...2013-7-21 10:08 - misscactus - 金融工程（数量金融）与金融衍生品

市场风险与金融市场模型[2012英文版].Market Risk and Financial Markets Modeling
13 个回复 - 3062 次查看 Didier Sornette, Sergey Ivliev, Hilary Woodard - Market Risk and Financial Markets Modeling Published: 2012-02-04 | ISBN: 3642279309 | PDF | 267 pages | 5.69 MB 中文简介：当前的金融危机暴露 ...2012-10-6 05:05 - LRZU - 市场营销

[下载]Data Mining Cookbook: Modeling Data for Marketing, Risk and Customer Relatio
22 个回复 - 10571 次查看 Data Mining Cookbook: Modeling Data for Marketing, Risk and Customer Relationship Management by Olivia Parr Rud "In the years following World War II, the United States experienced an economic boom... ...2005-1-14 08:43 - hanszhu - 计量经济学与统计软件

文献求助 A Style-Based Market Risk Model for Hedge Fund Portfolios
1 个回复 - 1310 次查看 A Style-Based Market Risk Model for Hedge Fund Portfolios Xuelong Zhou , Adam Litke , and Michael Mclaughlin The Journal of Portfolio Management Summer 2010, Vol. 36, No. 4: pp. 124-131 Thanks ...2011-6-19 15:11 - freiburgskirt - 求助成功区

Data Mining Cookbook (Sas Program) - Modeling Data For Marketing, Risk, And Cust
5 个回复 - 3541 次查看 [此贴子已经被作者于2007-3-18 7:52:49编辑过]2007-2-7 02:48 - hostingca - 商业数据分析

Market Risk and Financial Markets Modeling
1 个回复 - 1155 次查看 Market Risk and Financial Markets ModelingSornette, Didier; Ivliev, Sergey; Woodard, Hilary (Eds.) 2012, 2012, IV, 263 p. 70 illus., 10 in color. The current financial crisis has revealed ...2012-3-10 23:51 - martinnyj - 金融学（理论版）

悬赏10个论坛币 A Style-Based Market Risk Model for Hedge Fund Portfolios
3 个回复 - 1051 次查看 A Style-Based Market Risk Model for Hedge Fund Portfolios Xuelong Zhou , Adam Litke , and Michael Mclaughlin The Journal of Portfolio Management Summer 2010, Vol. 36, No. 4: pp. 124-131 Than ...2011-6-19 15:54 - freiburgskirt - 文献求助专区

A Discrete-Time Model for Reinvestment Risk in Bond Markets
0 个回复 - 1320 次查看 A Discrete-Time Model for Reinvestment Risk in Bond Markets2010-1-7 23:17 - zengyan1984 - 论文版

[下载][分享]低价-Equity Derivatives and Market Risk Models
2 个回复 - 1812 次查看前面人太贵Table of Contents The Authors ixNotation xiIntroduction xiiiPart I. Modelling Framework 11. The Black-Scholes Framework 31.1 The Black-Scholes equity model 31.2 Extentions to Black-Scholes 6 ...2009-5-28 15:23 - lanxyn - 金融学（理论版）

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