结果：找到“Model Risk”相关内容570个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments下载
10 个回复 - 5009 次查看 Chacko, Sjöman, Motohashi, Dessain,Credit Derivatives: A Primer on CreditRisk, Modeling, and Instruments,Wharton School Publishing, 2007经典浅显的credit derivative教材 之前在论坛仔细搜过 没找到这 ...2011-2-12 13:23 - nancysxm - 金融学（理论版）
10 个回复 - 5009 次查看 Chacko, Sjöman, Motohashi, Dessain,Credit Derivatives: A Primer on CreditRisk, Modeling, and Instruments,Wharton School Publishing, 2007经典浅显的credit derivative教材 之前在论坛仔细搜过 没找到这 ...2011-2-12 13:23 - nancysxm - 金融学（理论版）
On studying extreme values and systematic risks with nonlinear time series model
1 个回复 - 141 次查看 【作者(必填)】 23 【文题(必填)】 On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures【年份(必填)】 2332 【全文链接或数据库名称(选填)】ht ...2024-1-17 10:32 - internet.hzx - 求助成功区
1 个回复 - 141 次查看 【作者(必填)】 23 【文题(必填)】 On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures【年份(必填)】 2332 【全文链接或数据库名称(选填)】ht ...2024-1-17 10:32 - internet.hzx - 求助成功区
GAS and GARCH based value-at-risk modeling of precious metals
2 个回复 - 240 次查看 【作者(必填)】 22 【文题(必填)】 GAS and GARCH based value-at-risk modeling of precious metals【年份(必填)】 22 【全文链接或数据库名称(选填)】 https://www.sciencedirect.com/science/article/abs/p ...2023-11-21 14:05 - internet.hzx - 求助成功区
2 个回复 - 240 次查看 【作者(必填)】 22 【文题(必填)】 GAS and GARCH based value-at-risk modeling of precious metals【年份(必填)】 22 【全文链接或数据库名称(选填)】 https://www.sciencedirect.com/science/article/abs/p ...2023-11-21 14:05 - internet.hzx - 求助成功区
风险建模：NBS8201 Risk modelling1 个回复 - 735 次查看 风险建模：NBS8201 Risk modelling 基于Financial Institutions Management A Risk Management Approach 7th_edition的学习资料 风险建模：NBS8201 Risk modelling 风险建模：NBS8201 Risk modelling 风险 ...2021-11-29 16:29 - Lamarr-202110 - 现金交易版
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization
5 个回复 - 2082 次查看 Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures by Svetlozar T. Rachev, Stoyan V. Stoyanov and Frank J. Fabozzi Engl ...2014-12-21 00:33 - koalachen2013 - 金融学（理论版）
5 个回复 - 2082 次查看 Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures by Svetlozar T. Rachev, Stoyan V. Stoyanov and Frank J. Fabozzi Engl ...2014-12-21 00:33 - koalachen2013 - 金融学（理论版）
100 Excel Simulations: Using Excel to Model Risk, Investments, Genetics, Growth
31 个回复 - 3486 次查看 English | November 1st, 2016 | ISBN: 1615470484 | 227 Pages | PDF Covering a variety of Excel simulations, from gambling to genetics, this introduction is for people interested in modeling future ...2018-10-30 23:35 - igs816 - Excel
31 个回复 - 3486 次查看 English | November 1st, 2016 | ISBN: 1615470484 | 227 Pages | PDF Covering a variety of Excel simulations, from gambling to genetics, this introduction is for people interested in modeling future ...2018-10-30 23:35 - igs816 - Excel
Chapter 10 Arbitrage Pricing Theory and Multifactor Models of Risk
0 个回复 - 120 次查看 2023-9-27 10:45 - 2RsN289271 - 经管书评
0 个回复 - 120 次查看 2023-9-27 10:45 - 2RsN289271 - 经管书评
Modelling Economic Capital: Practical Credit-Risk Methodologies,
0 个回复 - 296 次查看 Modelling Economic Capital: Practical Credit-Risk Methodologies, Applications, and Implementation Details [tr]经济资本建模:实用信用风险方法、应用和实施细节[tr]大卫·贾米森·博尔达2023-7-24 11:54 - nsjwzx2022 - 经管书评
0 个回复 - 296 次查看 Modelling Economic Capital: Practical Credit-Risk Methodologies, Applications, and Implementation Details [tr]经济资本建模:实用信用风险方法、应用和实施细节[tr]大卫·贾米森·博尔达2023-7-24 11:54 - nsjwzx2022 - 经管书评
风险管理的数学方法：CreditRisk Model 学习课件+经典案例实证分析解读1 个回复 - 1295 次查看 风险管理的数学方法：CreditRisk Model 学习课件+经典案例实证分析解读 1.Creditrisk Mode学习课件（2018）pdf 2.宏观经济波动下的 Credit risk+模型探究1pdf 3.基于 CreditRisk模型的绿色信贷信用风险研究2pdf ...2020-10-6 17:17 - Fu-pear - 现金交易版
高阶信用风险建模：Advanced Credit Risk Modeling for Basel II Using SAS1 个回复 - 982 次查看 高阶信用风险建模：Advanced Credit Risk Modeling for Basel II Using SAS 高阶信用风险建模：Advanced Credit Risk Modeling for Basel II Using SAS 高阶信用风险建模：Advanced Credit Risk Modeling for ...2021-5-9 20:44 - lily-2021 - 现金交易版
Comparing Strategy Risk Models on the Taiwanese Stock Market
4 个回复 - 653 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
4 个回复 - 653 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
GAS and GARCH based value-at-risk modeling of precious metals
2 个回复 - 197 次查看 【作者(必填)】 22 【文题(必填)】 GAS and GARCH based value-at-risk modeling of precious metals【年份(必填)】 22 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii ...2023-11-21 14:04 - internet.hzx - 求助成功区
2 个回复 - 197 次查看 【作者(必填)】 22 【文题(必填)】 GAS and GARCH based value-at-risk modeling of precious metals【年份(必填)】 22 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii ...2023-11-21 14:04 - internet.hzx - 求助成功区
求书models for quantifying risk，第四版
2 个回复 - 894 次查看 【作者(必填)】 Camilli 【文题(必填)】 models for quantifying risk2017-9-2 13:25 - kitti - 求助成功区
2 个回复 - 894 次查看 【作者(必填)】 Camilli 【文题(必填)】 models for quantifying risk2017-9-2 13:25 - kitti - 求助成功区
求risk.net文献 A behavioural finance-based tick-by-tick model for price and volu
4 个回复 - 506 次查看 【作者(必填)】Garud Iyengar, Alfred Ka Chun Ma 【文题(必填)】A behavioural finance-based tick-by-tick model for price and volume 【年份(必填)】2010 【全文链接或数据库名称(选填)】https://www.r ...2022-11-17 16:28 - popppp - 求助成功区
4 个回复 - 506 次查看 【作者(必填)】Garud Iyengar, Alfred Ka Chun Ma 【文题(必填)】A behavioural finance-based tick-by-tick model for price and volume 【年份(必填)】2010 【全文链接或数据库名称(选填)】https://www.r ...2022-11-17 16:28 - popppp - 求助成功区
求risk.net文献 A dynamical model of market under- and overreaction
6 个回复 - 550 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
6 个回复 - 550 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
QUADRATIC TERM STRUCTURE MODELS FOR RISK-FREE AND DEFAULTABLE RATES
4 个回复 - 954 次查看 QUADRATIC TERM STRUCTURE MODELS FOR RISK-FREE AND DEFAULTABLE RATES 2004 Li Chen, Damir Filipović, H. Vincent Poor QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES - Chen ...2023-4-16 03:19 - happydude - 求助成功区
4 个回复 - 954 次查看 QUADRATIC TERM STRUCTURE MODELS FOR RISK-FREE AND DEFAULTABLE RATES 2004 Li Chen, Damir Filipović, H. Vincent Poor QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES - Chen ...2023-4-16 03:19 - happydude - 求助成功区
Financial Risk Modelling and Portfolio Optimization with R
9 个回复 - 1675 次查看 Financial Risk Modelling and Portfolio Optimization with R (second edition)Written by Bernhard Pfaff2023-4-28 21:23 - 摩羯的相思 - 金融学（理论版）
9 个回复 - 1675 次查看 Financial Risk Modelling and Portfolio Optimization with R (second edition)Written by Bernhard Pfaff2023-4-28 21:23 - 摩羯的相思 - 金融学（理论版）
Risk Modeling: Practical Applications of Artificial Intelligence
4 个回复 - 437 次查看 Risk Modeling: Practical Applications of Artificial Intelligence, Machine Learning, and Deep Learning English | 2022 | ISBN: 1119824931 | 231 pages | True EPUB[/backcolor] [/backcolor] ...2023-2-27 06:11 - zhangke0987 - 经管书评
4 个回复 - 437 次查看 Risk Modeling: Practical Applications of Artificial Intelligence, Machine Learning, and Deep Learning English | 2022 | ISBN: 1119824931 | 231 pages | True EPUB[/backcolor] [/backcolor] ...2023-2-27 06:11 - zhangke0987 - 经管书评
Model-based measurement of latent risk in time series with applications
0 个回复 - 509 次查看 A useful model for risk management.2023-3-14 08:13 - overmaterial - 新手入门区
0 个回复 - 509 次查看 A useful model for risk management.2023-3-14 08:13 - overmaterial - 新手入门区
Financial risk modeling in Excel,金融风险建模用Excel2 个回复 - 1195 次查看 Financial risk modeling in Excel,金融风险建模用Excel Financial risk modeling in Excel,金融风险建模用Excel Financial risk modeling in Excel,金融风险建模用Excel Financial risk modeling in Excel,金融 ...2021-2-18 14:10 - Fu-pear - 现金交易版
Credit Risk: Modeling, Valuation and Hedging
2 个回复 - 1627 次查看 【作者(必填)】Tomasz R. Bielecki, Marek Rutkowski 【文题(必填)】Credit Risk: Modeling, Valuation and Hedging 【年份(必填)】2004 【全文链接或数据库名称(选填)】http://link.springer.com/book/10 ...2013-8-29 11:57 - mendelssohn - 求助成功区
2 个回复 - 1627 次查看 【作者(必填)】Tomasz R. Bielecki, Marek Rutkowski 【文题(必填)】Credit Risk: Modeling, Valuation and Hedging 【年份(必填)】2004 【全文链接或数据库名称(选填)】http://link.springer.com/book/10 ...2013-8-29 11:57 - mendelssohn - 求助成功区
Credit Risk Pricing Models
3 个回复 - 1722 次查看 【作者(必填)】Bernd Schmid 【文题(必填)】Credit Risk Pricing Models 【年份(必填)】2004 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007/978-3-540-24716-6/page/1 求链接提 ...2013-8-28 14:22 - mendelssohn - 求助成功区
3 个回复 - 1722 次查看 【作者(必填)】Bernd Schmid 【文题(必填)】Credit Risk Pricing Models 【年份(必填)】2004 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007/978-3-540-24716-6/page/1 求链接提 ...2013-8-28 14:22 - mendelssohn - 求助成功区
Introduction To Credit Risk Modeling, 2nd
1 个回复 - 1522 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html 书籍名称：Introduction To Credit Risk Modeling作者：Christian Bluhm, Ludger Overbeck, Christoph Wagner出版年份：2010，2nd ...2019-1-31 14:25 - gonnaago - 金融学（理论版）
1 个回复 - 1522 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html 书籍名称：Introduction To Credit Risk Modeling作者：Christian Bluhm, Ludger Overbeck, Christoph Wagner出版年份：2010，2nd ...2019-1-31 14:25 - gonnaago - 金融学（理论版）
An_Introduction_to_Credit_Risk_Modeling
6 个回复 - 2584 次查看 An_Introduction_to_Credit_Risk_Modeling2010-1-18 16:16 - liangtom - 金融学（理论版）
6 个回复 - 2584 次查看 An_Introduction_to_Credit_Risk_Modeling2010-1-18 16:16 - liangtom - 金融学（理论版）
[下载]Credit Risk : Models, Derivatives and Management
2 个回复 - 2430 次查看 Credit Risk: Models, Derivatives, and Management (Chapman & Hall/Crc Financial Mathematics Series) (Hardcover)by Niklas Wagner (Editor) Editorial ReviewsReviewCredit Risk: Models, Derivatives, and Man ...2009-6-6 11:19 - martinnyj - 金融学（理论版）
2 个回复 - 2430 次查看 Credit Risk: Models, Derivatives, and Management (Chapman & Hall/Crc Financial Mathematics Series) (Hardcover)by Niklas Wagner (Editor) Editorial ReviewsReviewCredit Risk: Models, Derivatives, and Man ...2009-6-6 11:19 - martinnyj - 金融学（理论版）
Credit Risk Models, Derivatives, and Management (by Niklas Wagner)
4 个回复 - 1874 次查看 Credit Risk Models, Derivatives, and Management (by Niklas Wagner) 20082011-1-24 07:33 - ftdkse - 金融学（理论版）
4 个回复 - 1874 次查看 Credit Risk Models, Derivatives, and Management (by Niklas Wagner) 20082011-1-24 07:33 - ftdkse - 金融学（理论版）
Credit Risk: Models, Derivatives, and Management
1 个回复 - 1485 次查看 Credit Risk: Models, Derivatives, and Management (Chapman & Hall/Crc Financial Mathematics Series) (Hardcover) Editorial ReviewsReview Credit Risk: Models, Derivatives, and Management is the ...2009-7-20 15:04 - woodren - 金融学（理论版）
1 个回复 - 1485 次查看 Credit Risk: Models, Derivatives, and Management (Chapman & Hall/Crc Financial Mathematics Series) (Hardcover) Editorial ReviewsReview Credit Risk: Models, Derivatives, and Management is the ...2009-7-20 15:04 - woodren - 金融学（理论版）
Springer Finance Series之Credit Risk Pricing Models
9 个回复 - 1844 次查看 Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced for ...2015-4-21 15:53 - lasgpope - 量化投资
9 个回复 - 1844 次查看 Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced for ...2015-4-21 15:53 - lasgpope - 量化投资
Springer Finance Series之Credit Risk - Modeling, Valuation and Hedging
102 个回复 - 13364 次查看 Editorial ReviewsReview **** 本内容被作者隐藏 **** From the reviews: T.R. Bielecki and M. Rutkowski Credit Risk Modeling, Valuation and Hedging "A fairly complete overview of the most important ...2015-4-21 15:49 - lasgpope - 量化投资
102 个回复 - 13364 次查看 Editorial ReviewsReview **** 本内容被作者隐藏 **** From the reviews: T.R. Bielecki and M. Rutkowski Credit Risk Modeling, Valuation and Hedging "A fairly complete overview of the most important ...2015-4-21 15:49 - lasgpope - 量化投资
Financial Risk Modelling and Portfolio Optimization with R
19 个回复 - 4204 次查看 【作者(必填)】Bernhard Pfaff 【文题(必填)】Financial Risk Modelling and Portfolio Optimization with R 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://boxuesky.com/viewthread.php?tid= ...2013-6-5 22:20 - lipj - 求助成功区
19 个回复 - 4204 次查看 【作者(必填)】Bernhard Pfaff 【文题(必填)】Financial Risk Modelling and Portfolio Optimization with R 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://boxuesky.com/viewthread.php?tid= ...2013-6-5 22:20 - lipj - 求助成功区
Heterogeneous individual risk modelling of recurrent events
1 个回复 - 595 次查看 【作者(必填)】 23 【文题(必填)】 23 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article-abstract/108/1/183/5934915?redirectedFrom=fulltext2023-1-7 09:33 - internet.hzx - 求助成功区
1 个回复 - 595 次查看 【作者(必填)】 23 【文题(必填)】 23 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article-abstract/108/1/183/5934915?redirectedFrom=fulltext2023-1-7 09:33 - internet.hzx - 求助成功区
Actuarial Theory for Dependent Risks Measures, Orders and Models
1 个回复 - 650 次查看 Actuarial Theory for Dependent Risks Measures, Orders and Models的pdf2022-11-1 14:23 - 消逝量 - Forum
1 个回复 - 650 次查看 Actuarial Theory for Dependent Risks Measures, Orders and Models的pdf2022-11-1 14:23 - 消逝量 - Forum
求Elsevier paper: Copula-based joint modeling of crash count and conflict risk
9 个回复 - 741 次查看 无数据库权限，求此论文 Copula-based joint modeling of crash count and conflict risk measures with accommodation of mixed count-continuous margins2022-11-8 20:01 - crymic - 求助成功区
9 个回复 - 741 次查看 无数据库权限，求此论文 Copula-based joint modeling of crash count and conflict risk measures with accommodation of mixed count-continuous margins2022-11-8 20:01 - crymic - 求助成功区
Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecas
1 个回复 - 400 次查看 【作者(必填)】Yannick Hoga 【文题(必填)】Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecasting 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://academic ...2022-10-30 15:56 - hnhs100 - 求助成功区
1 个回复 - 400 次查看 【作者(必填)】Yannick Hoga 【文题(必填)】Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecasting 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://academic ...2022-10-30 15:56 - hnhs100 - 求助成功区
Multi-Asset Risk Modeling Techniques for a Global Economy
1 个回复 - 448 次查看 【作者(必填)】Morton Glantz and Robert Kissell 【文题(必填)】Chapter 9 - Risk-Hedging Techniques 【年份(必填)】2014 【全文链接或数据库名称(选填)】https://doi.org/10.1016/B978-0-12-401690-3.00 ...2022-10-20 13:02 - hkswen - 求助成功区
1 个回复 - 448 次查看 【作者(必填)】Morton Glantz and Robert Kissell 【文题(必填)】Chapter 9 - Risk-Hedging Techniques 【年份(必填)】2014 【全文链接或数据库名称(选填)】https://doi.org/10.1016/B978-0-12-401690-3.00 ...2022-10-20 13:02 - hkswen - 求助成功区
Pricing commodity futures and determining risk premia in a three factor model wi
3 个回复 - 18 次查看 Pricing commodity futures and determining risk premia in athree factor model with stochastic volatility: the case of Brentcrude oil2022-9-27 14:44 - trauzent - Forum
3 个回复 - 18 次查看 Pricing commodity futures and determining risk premia in athree factor model with stochastic volatility: the case of Brentcrude oil2022-9-27 14:44 - trauzent - Forum
【银行风险管理】 Liquidity Risk, Efficiency and New Bank Business Models (2016)
51 个回复 - 4962 次查看 Liquidity Risk, Efficiency and New Bank Business Models Editors: Santiago Carbó Valverde, Pedro Jesús Cuadros Solas, Francisco Rodríguez Fernández This collection provides an overview of ...2016-11-19 17:06 - cmwei333 - 金融学（理论版）
51 个回复 - 4962 次查看 Liquidity Risk, Efficiency and New Bank Business Models Editors: Santiago Carbó Valverde, Pedro Jesús Cuadros Solas, Francisco Rodríguez Fernández This collection provides an overview of ...2016-11-19 17:06 - cmwei333 - 金融学（理论版）
Keys to robust credit risk modeling and decisioning SAS
6 个回复 - 727 次查看 2022-9-6 20:31 - fufusix - SAS专版
6 个回复 - 727 次查看 2022-9-6 20:31 - fufusix - SAS专版
Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments (第二版)
123 个回复 - 13855 次查看 经典教材2016年第二版，降价出售期已过，如果喜欢，就请“加关注”我吧（点击头像下方，http://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=452766）。关注成功后，查看这里即可：三步走，把千本好书“一网打尽” ...2016-1-5 06:20 - wwqqer - 金融学（理论版）
123 个回复 - 13855 次查看 经典教材2016年第二版，降价出售期已过，如果喜欢，就请“加关注”我吧（点击头像下方，http://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=452766）。关注成功后，查看这里即可：三步走，把千本好书“一网打尽” ...2016-1-5 06:20 - wwqqer - 金融学（理论版）
Credit Risk Modeling, KMV model,信用风险，信用风险价值度：视频讲解2 个回复 - 1022 次查看 Credit Risk Modeling, KMV model,信用风险：视频讲解， 视频格式.wmv 视频内容如下： 高斯Copula模型，如何估算信用风险价值度？ 1. 信用评级 2. 历史违约概率 3.回收率 4. 估计违约概率 5. 布莱克斯科尔 ...2021-8-8 15:38 - lily-2021 - 现金交易版
麻省理工学院: Using New Models and Big Data to Better Understand Financial Risk
113 个回复 - 12476 次查看 麻省理工学院的IDSS研究室在著名金融经济学家Andrew Lo的带领下探索大数据在系统性金融风险方面的应用。。。想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打 ...2016-4-13 00:15 - wwqqer - 风险管理
113 个回复 - 12476 次查看 麻省理工学院的IDSS研究室在著名金融经济学家Andrew Lo的带领下探索大数据在系统性金融风险方面的应用。。。想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打 ...2016-4-13 00:15 - wwqqer - 风险管理
Financial Risk Modelling and Portfolio Optimization with R.pdf
6 个回复 - 4166 次查看 Financial Risk Modelling and Portfolio Optimization with R Bernhard Pfaff Invesco Global Strategies, Germany Contents Preface xi List of abbreviations xiii Part I MOTIVATION 1 1 Introdu ...2017-9-1 13:06 - ryoeng - R语言论坛
6 个回复 - 4166 次查看 Financial Risk Modelling and Portfolio Optimization with R Bernhard Pfaff Invesco Global Strategies, Germany Contents Preface xi List of abbreviations xiii Part I MOTIVATION 1 1 Introdu ...2017-9-1 13:06 - ryoeng - R语言论坛
Significance of Project Risking Methods on Portfolio Optimization Models
1 个回复 - 2291 次查看 Significance of Project Risking Methods on Portfolio Optimization Models2018-12-8 15:23 - zlghs - 金融学（理论版）
1 个回复 - 2291 次查看 Significance of Project Risking Methods on Portfolio Optimization Models2018-12-8 15:23 - zlghs - 金融学（理论版）
Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Fina
1 个回复 - 533 次查看 【作者(必填)】Zifeng Zhao 【文题(必填)】Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets 【年份(必填)】2021 【全文链接或数据库名称(选填)】https:// ...2022-4-28 08:23 - Terry950901 - 求助成功区
1 个回复 - 533 次查看 【作者(必填)】Zifeng Zhao 【文题(必填)】Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets 【年份(必填)】2021 【全文链接或数据库名称(选填)】https:// ...2022-4-28 08:23 - Terry950901 - 求助成功区
Financial Risk Modelling and Portfolio Optimization with R [Pfaff 2016]
14 个回复 - 7373 次查看 金融风险建模和投资组合优化：R语言 最新版 欢迎共同学习哈！谢谢啦！ 【备注：SORRY！第一个附件：我有做了高亮标记！第二个附件：是全新的！请大家下载第二个附件！抱歉！】2017-8-17 09:18 - labixiaohong - R语言论坛
14 个回复 - 7373 次查看 金融风险建模和投资组合优化：R语言 最新版 欢迎共同学习哈！谢谢啦！ 【备注：SORRY！第一个附件：我有做了高亮标记！第二个附件：是全新的！请大家下载第二个附件！抱歉！】2017-8-17 09:18 - labixiaohong - R语言论坛
Comparison Methods for Stochastic Models and Risks
5 个回复 - 1323 次查看 【作者(必填)】Alfred Müller, Dietrich Stoyan 【文题(必填)】Comparison Methods for Stochastic Models and Risks 【年份(必填)】2002 【全文链接或数据库名称(选填)】https://www.wiley.com/en-us ...2020-9-20 03:57 - rizhaowanghan - 求助成功区
5 个回复 - 1323 次查看 【作者(必填)】Alfred Müller, Dietrich Stoyan 【文题(必填)】Comparison Methods for Stochastic Models and Risks 【年份(必填)】2002 【全文链接或数据库名称(选填)】https://www.wiley.com/en-us ...2020-9-20 03:57 - rizhaowanghan - 求助成功区
Estimating Survival and Association in a Semicompeting Risks Model
1 个回复 - 852 次查看 【作者(必填)】 23 【文题(必填)】Estimating Survival and Association in a Semicompeting Risks Model 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/10.1111/ ...2022-3-20 10:14 - internet.hzx - 求助成功区
1 个回复 - 852 次查看 【作者(必填)】 23 【文题(必填)】Estimating Survival and Association in a Semicompeting Risks Model 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/10.1111/ ...2022-3-20 10:14 - internet.hzx - 求助成功区
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hed
3 个回复 - 1151 次查看 【作者(必填)】 23 【文题(必填)】 Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2021-3-17 22:51 - internet.hzx - 求助成功区
3 个回复 - 1151 次查看 【作者(必填)】 23 【文题(必填)】 Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2021-3-17 22:51 - internet.hzx - 求助成功区
filtered historical simulation value at risk models and their competitors原文
1 个回复 - 643 次查看 一篇关于VaR的文献，英文，无实现代码，里面的图好看2021-12-19 16:25 - llb_321 - R语言论坛
1 个回复 - 643 次查看 一篇关于VaR的文献，英文，无实现代码，里面的图好看2021-12-19 16:25 - llb_321 - R语言论坛
Actuarial Theory for Dependent Risks: Measures, Orders and Models
9 个回复 - 3554 次查看 Actuarial Theory for Dependent Risks: Measures, Orders and Models by Michel Denuit Editorial ReviewsProduct Description The increasing complexity of insurance and reinsurance products h ...2009-7-3 10:50 - martinnyj - 金融学（理论版）
9 个回复 - 3554 次查看 Actuarial Theory for Dependent Risks: Measures, Orders and Models by Michel Denuit Editorial ReviewsProduct Description The increasing complexity of insurance and reinsurance products h ...2009-7-3 10:50 - martinnyj - 金融学（理论版）
Comparison Methods for Stochastic Models Risks.
0 个回复 - 703 次查看 【作者(必填)】 Alfred Müller, Dietrich Stoyan. 【文题(必填)】 Comparison methods for stochastic models and risks 【年份(必填)】 20022021-12-16 14:26 - 11714tanxin - 新手入门区
0 个回复 - 703 次查看 【作者(必填)】 Alfred Müller, Dietrich Stoyan. 【文题(必填)】 Comparison methods for stochastic models and risks 【年份(必填)】 20022021-12-16 14:26 - 11714tanxin - 新手入门区
稀缺资源：Model Risk Management with SAS 官方原版
0 个回复 - 626 次查看 使用SAS的模型风险管理，SAS Institute出品，分享给大家2021-12-16 13:06 - veryding - SAS专版
0 个回复 - 626 次查看 使用SAS的模型风险管理，SAS Institute出品，分享给大家2021-12-16 13:06 - veryding - SAS专版
11月23日 摩根斯坦利：Country Model: Reducing China OW and Overall Risk Positions
20 个回复 - 2091 次查看 大摩关于亚洲市场和中国的风险分析。2010-11-24 23:37 - seoulruc - 行业分析报告
20 个回复 - 2091 次查看 大摩关于亚洲市场和中国的风险分析。2010-11-24 23:37 - seoulruc - 行业分析报告
免費 Business Risk and Simulation Modelling in Practice
7 个回复 - 1753 次查看 Business Risk and Simulation Modelling in Practice: Using Excel, VBA and @RISK (The Wiley Finance Series) 1st Edition [*]Series: The Wiley Finance Series [*]Hardcover: 464 pages [*]Publisher: ...2016-3-12 12:17 - martinnyj - 金融学（理论版）
7 个回复 - 1753 次查看 Business Risk and Simulation Modelling in Practice: Using Excel, VBA and @RISK (The Wiley Finance Series) 1st Edition [*]Series: The Wiley Finance Series [*]Hardcover: 464 pages [*]Publisher: ...2016-3-12 12:17 - martinnyj - 金融学（理论版）
SunGard Risk & Pricing model whitepapers
2 个回复 - 2389 次查看 2014-11-6 21:02 - chanzhuwang1 - 金融工程（数量金融）与金融衍生品
2 个回复 - 2389 次查看 2014-11-6 21:02 - chanzhuwang1 - 金融工程（数量金融）与金融衍生品
【1000论坛币】Credit Risk Modeling using Excel and VBA, 2nd Edition
16 个回复 - 4713 次查看 乘胜追击，再求本书，请论坛大神相助，谢谢！ Credit Risk Modeling Using Excel and VBA, 第2版（论坛上已有此书第1版） Wiley onlinelibrary上有此书电子版 Gunter Löffler, Peter N. Posch ISB ...2016-6-16 09:46 - voodoo - 求助成功区
16 个回复 - 4713 次查看 乘胜追击，再求本书，请论坛大神相助，谢谢！ Credit Risk Modeling Using Excel and VBA, 第2版（论坛上已有此书第1版） Wiley onlinelibrary上有此书电子版 Gunter Löffler, Peter N. Posch ISB ...2016-6-16 09:46 - voodoo - 求助成功区
EIU Country Risk Model截至到2021年的所有数据1 个回复 - 729 次查看 欢迎使用Markdown编辑器 经管之家：Do the best economic and management education！ 你好！ 这是你第一次使用 Markdown编辑器 所展示的欢迎页。如果你想学习如何使用Markdown编辑器, 可以仔细阅读这篇文章，了解 ...2021-10-6 19:43 - DROOVE8023 - 现金交易版
Credit Risk Modeling Using Excel And Vba一书的数据及源程序下载
11 个回复 - 5441 次查看 2014-4-10 14:20 - 枫叶追梦 - 金融学（理论版）
11 个回复 - 5441 次查看 2014-4-10 14:20 - 枫叶追梦 - 金融学（理论版）
Remanufacturing and consumers' risky choices: Behavioral modeling
3 个回复 - 533 次查看 【作者(必填)】 James D. Abbey[/backcolor], Rainer Kleber[/backcolor], Gilvan C. Souza[/backcolor], Guido Voigt[/backcolor] 【文题(必填)】 Remanufacturing and consumers' risky choices: Behavioral mo ...2021-6-19 09:29 - 下雨就打伞 - 求助成功区
3 个回复 - 533 次查看 【作者(必填)】 James D. Abbey[/backcolor], Rainer Kleber[/backcolor], Gilvan C. Souza[/backcolor], Guido Voigt[/backcolor] 【文题(必填)】 Remanufacturing and consumers' risky choices: Behavioral mo ...2021-6-19 09:29 - 下雨就打伞 - 求助成功区
优质论文集：Risk Analysis and Portfolio Modelling
3 个回复 - 1259 次查看 Contents About the Special Issue Editors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii David Edmund Allen and Elisa Luciano Risk Analysis and Portfolio Modelli ...2021-6-10 08:56 - shyyw - 金融学（理论版）
3 个回复 - 1259 次查看 Contents About the Special Issue Editors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii David Edmund Allen and Elisa Luciano Risk Analysis and Portfolio Modelli ...2021-6-10 08:56 - shyyw - 金融学（理论版）
Modeling systemic risk and dependence structure between oil and stock markets us
1 个回复 - 485 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
1 个回复 - 485 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
A new approach to Value-at-Risk: GARCH-TSLx model with inference
1 个回复 - 385 次查看 【作者(必填)】 23 【文题(必填)】 A new approach to Value-at-Risk: GARCH-TSLx model with inference 【年份(必填)】 3 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.1080/03610 ...2021-6-13 10:36 - internet.hzx - 求助成功区
1 个回复 - 385 次查看 【作者(必填)】 23 【文题(必填)】 A new approach to Value-at-Risk: GARCH-TSLx model with inference 【年份(必填)】 3 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.1080/03610 ...2021-6-13 10:36 - internet.hzx - 求助成功区
求文章：Risk Model Based on Compound Hawkes Process
11 个回复 - 1039 次查看 求一篇文章：Risk Model Based on Compound Hawkes Process 作者：Anatoliy Swishchuk 链接：https://onlinelibrary.wiley.com/doi/abs/10.1002/wilm.10662 期刊：Wilmott Volume2018, Issue94March 2018Pages 5 ...2021-5-12 13:39 - shirleyteng - 求助成功区
11 个回复 - 1039 次查看 求一篇文章：Risk Model Based on Compound Hawkes Process 作者：Anatoliy Swishchuk 链接：https://onlinelibrary.wiley.com/doi/abs/10.1002/wilm.10662 期刊：Wilmott Volume2018, Issue94March 2018Pages 5 ...2021-5-12 13:39 - shirleyteng - 求助成功区
Towards a risk maturity model
2 个回复 - 567 次查看 【作者(必填)】DA Hillson 【文题(必填)】Towards a risk maturity model【年份(必填)】DA Hillson - The International Journal of Project & Business Risk …, 1997 【全文链接或数据库名称(选填)】https:/ ...2021-3-12 11:00 - victorbian - 文献求助专区
2 个回复 - 567 次查看 【作者(必填)】DA Hillson 【文题(必填)】Towards a risk maturity model【年份(必填)】DA Hillson - The International Journal of Project & Business Risk …, 1997 【全文链接或数据库名称(选填)】https:/ ...2021-3-12 11:00 - victorbian - 文献求助专区
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hed
1 个回复 - 501 次查看 【作者(必填)】 23 【文题(必填)】 Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2021-2-24 13:10 - internet.hzx - 求助成功区
1 个回复 - 501 次查看 【作者(必填)】 23 【文题(必填)】 Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2021-2-24 13:10 - internet.hzx - 求助成功区
【经典教材系列】Quantitative Modeling of Operational Risk in Finance and
55 个回复 - 5199 次查看 2015年最新教材，降价出售3天，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。13大系列，近千本好书等你来拿！ [相关阅读] 【经典教材系列】（资料汇总帖，附链接， ...2015-12-6 22:25 - wwqqer - 金融学（理论版）
55 个回复 - 5199 次查看 2015年最新教材，降价出售3天，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。13大系列，近千本好书等你来拿！ [相关阅读] 【经典教材系列】（资料汇总帖，附链接， ...2015-12-6 22:25 - wwqqer - 金融学（理论版）
求Foreign Exchange Risk: Models, Instruments and Strategies
8 个回复 - 1988 次查看 Foreign Exchange Risk: Models, Instruments and Strategies Jürgen Hakala (Author), Uwe Wystup (Author)2014-2-12 10:20 - 鲛人泣月 - 悬赏大厅
8 个回复 - 1988 次查看 Foreign Exchange Risk: Models, Instruments and Strategies Jürgen Hakala (Author), Uwe Wystup (Author)2014-2-12 10:20 - 鲛人泣月 - 悬赏大厅
求助EIU Country Risk Model数据库银行部门月度信用风险评级和百分制风险分值
0 个回复 - 698 次查看 各位筒子，本人需要在EIU Country Risk Model数据库下载以下附件43个国家2000-2014年银行部门月度信用风险评级和百分制风险分值，为了表达对各路豪杰的出手相助，本人愿意让出1000论坛币作为悬赏，论文急需，谢谢！ ...2020-11-22 21:58 - sophyboy2008 - 悬赏大厅
0 个回复 - 698 次查看 各位筒子，本人需要在EIU Country Risk Model数据库下载以下附件43个国家2000-2014年银行部门月度信用风险评级和百分制风险分值，为了表达对各路豪杰的出手相助，本人愿意让出1000论坛币作为悬赏，论文急需，谢谢！ ...2020-11-22 21:58 - sophyboy2008 - 悬赏大厅
Comparison Methods for Stochastic Models and Risks
2 个回复 - 1925 次查看 【作者(必填)】 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】2014-5-12 22:54 - 千年寒玉生 - 文献求助专区
2 个回复 - 1925 次查看 【作者(必填)】 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】2014-5-12 22:54 - 千年寒玉生 - 文献求助专区
On the Selection of Loss Severity Distributions to Model Operational Risk
2 个回复 - 548 次查看 【作者(必填)】Daniel Hadley[/backcolor]， Harry Joe[/backcolor]， Natalia Nolde[/backcolor] 【文题(必填)】On the Selection of Loss Severity Distributions to Model Operational Risk 【年份(必填)】 ...2020-8-7 20:08 - wangdali - 文献求助专区
2 个回复 - 548 次查看 【作者(必填)】Daniel Hadley[/backcolor]， Harry Joe[/backcolor]， Natalia Nolde[/backcolor] 【文题(必填)】On the Selection of Loss Severity Distributions to Model Operational Risk 【年份(必填)】 ...2020-8-7 20:08 - wangdali - 文献求助专区
correlation risk modeling and management
0 个回复 - 814 次查看 考FRM的时候被老师推荐的书，FRM的correlation risk很多直接搬的这本书，这本讲得更细一些 文档很好搜就免费下了;) 书只有19页，不全2020-7-24 18:25 - Joy_516 - Forum
0 个回复 - 814 次查看 考FRM的时候被老师推荐的书，FRM的correlation risk很多直接搬的这本书，这本讲得更细一些 文档很好搜就免费下了;) 书只有19页，不全2020-7-24 18:25 - Joy_516 - Forum
Valuation and Risk Models
0 个回复 - 854 次查看 Valuation and Risk Models[/backcolor]2020-7-20 09:36 - i执念菌 - Forum
0 个回复 - 854 次查看 Valuation and Risk Models[/backcolor]2020-7-20 09:36 - i执念菌 - Forum
100 Excel Simulations Using Excel to Model Risk, Investments, Genetics, Growth
2 个回复 - 1160 次查看 完整标题：100 Excel Simulations Using Excel to Model Risk, Investments, Genetics, Growth, Gambling and Monte Carlo Analysis.2020-5-29 11:53 - shyyw - 金融学（理论版）
2 个回复 - 1160 次查看 完整标题：100 Excel Simulations Using Excel to Model Risk, Investments, Genetics, Growth, Gambling and Monte Carlo Analysis.2020-5-29 11:53 - shyyw - 金融学（理论版）
The predictive power of value-at-risk models in commodity futures markets
1 个回复 - 650 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
1 个回复 - 650 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
2020FRM一级 - Valuation and Risk Models
0 个回复 - 1137 次查看 Valuation and Risk Models2020-6-24 21:30 - i执念菌 - CFA、CVA、FRM等金融考证论坛
0 个回复 - 1137 次查看 Valuation and Risk Models2020-6-24 21:30 - i执念菌 - CFA、CVA、FRM等金融考证论坛
2020FRM一级原版教材 - 估值和风险模型Valuation and Risk Models
0 个回复 - 161 次查看 估值和风险模型Valuation and Risk Models 可彩打，楼主已打印2020-6-20 12:27 - i执念菌 - 版权审核区（不对外开放）
0 个回复 - 161 次查看 估值和风险模型Valuation and Risk Models 可彩打，楼主已打印2020-6-20 12:27 - i执念菌 - 版权审核区（不对外开放）
Structural credit risk modelling with Hawkes jump diffusion processes
3 个回复 - 802 次查看 【作者(必填)】YongMaa[/backcolor]WeidongXub[/backcolor] 【文题(必填)】 Structural credit risk modelling with Hawkes jump diffusion processes【年份(必填)】2016 【全文链接或数据库名称(选填)】http ...2020-6-7 16:18 - ssylzz - 求助成功区
3 个回复 - 802 次查看 【作者(必填)】YongMaa[/backcolor]WeidongXub[/backcolor] 【文题(必填)】 Structural credit risk modelling with Hawkes jump diffusion processes【年份(必填)】2016 【全文链接或数据库名称(选填)】http ...2020-6-7 16:18 - ssylzz - 求助成功区
【1币出售】Operational Risk Modeling Analytics_Harry H. Panjer_2006
5 个回复 - 3532 次查看 Part I Introduction to operational risk modeling 1 Operational risk 1.1 Introduction 1.1.1 Basel 11 - General 1.1.2 1.2 Operational risk in insurance 1.3 The analysis of operational risk 1.4 Th ...2010-12-13 13:10 - controlpanel - Forum
5 个回复 - 3532 次查看 Part I Introduction to operational risk modeling 1 Operational risk 1.1 Introduction 1.1.1 Basel 11 - General 1.1.2 1.2 Operational risk in insurance 1.3 The analysis of operational risk 1.4 Th ...2010-12-13 13:10 - controlpanel - Forum
