搜索结果
大小
上传时间
-
Model_Risk_in_CLOs.pdf
Model Risk in CLOs - 329.5 KB
- 2023-2-8
- 9.89 MB
- 2021-12-16
-
100 Excel Simulations Using Excel to Model Risk, Investments, Genetics, Growth,.pdf
- 11.14 MB
- 2020-5-29
-
100 Excel Simulations - Using Excel to Model Risk, Investments, Genetics, Growth.pdf
- 10.81 MB
- 2018-10-30
-
100 Excel VBA Simulations - Using Excel VBA to Model Risk, Investments, Genetics.epub
- 6.19 MB
- 2017-11-8
-
Daniel Rsch, Harald Scheule-Model Risk - Identification, Measurement and Managem.pdf
Model Risk - Identification, Measurement and Management - 5.53 MB
- 2014-7-13
-
How Quantifying Model Risk Can Strengthen Risk Management.docx
- 102.73 KB
- 2014-3-2
-
本附件包括：
- Dependence Modelling, Model Risk and Model Calibration in Models of Portfolio Credit Risk.pdf
- Credit Risk Modelling and Credit Derivatives.pdf
- FAST SIMULATION FOR MULTIFACTOR PORTFOLIO CREDIT RISK IN THE t-COPULA MODEL.pdf
- Liquidity and Credit Risk.pdf
- MODELING CREDIT RISK WITH PARTIAL INFORMATION.pdf
- Sound credit risk assessment and valuation for loans.pdf
- The Application of Asset Correlation in Credit Portfolio Risk.pdf
- A comparative analysis of current credit risk.pdf
- An empirical evaluation of structural credit risk models.pdf
- An Integrated Market and Credit Risk Portfolio Model.pdf
- Capital structure, credit risk, and macroeconomic conditions.pdf
- Comparative Analysis of Alternative Credit Risk Models.pdf
- Credit Risk Factor Modeling and the Basel II IRB Approach.pdf
- CREDIT RISK MANAGEMENT GUIDANCE FOR HOME EQUITY LENDING.pdf
- CREDIT RISK MODELING FOR CATASTROPHIC EVENTS.pdf
- 5.24 MB
- 2010-8-24
- 286.64 KB
- 2010-6-10
-
本附件包括：
- A Lattice Framework for Option Pricing with Two State Variables.pdf
- A METHODOLOGY FOR ASSESSING MODEL RISK AND ITS APPLICATION TO THE IMPLIED VOLATILITY FUNCTION MODEL.pdf
- A Theory of the Term Structure of Interest Rates1985.pdf
- AccountingforStockOptions.pdf
- Backtesting Value-at-Risk A Duration-Based Approach.pdf
- CHARACTERISTICS AND RISKS OF STANDARDIZED OPTIONS.pdf
- Discount of Illiquid Asset Value under Utility Indifference Pricing.pdf
- Handen and Jagannathan bounds.pdf
- Modeling the dynamics of Chinese spot interest rates.pdf
- Portfolio advice for a multifactor world.pdf
- sensitivity analysis of VAR.pdf
- Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamics.pdf
- Term Structure Movements and Pricing Interest Rate Contingent Claims.pdf
- Tests of an American Option Pricing Model on the Foreign Currency Options Market.pdf
- Tests of Market Efficiency of the Chicago Board Options Exchange.pdf
- 7.59 MB
- 2010-4-23
- 58.63 KB
- 2009-10-28
- 2.08 MB
- 2009-9-5
-
103581.pdf
[下载]FRM指定阅读材料：Theory and Practice of Model Risk Management - 72.97 KB
- 2007-3-28
手机版
有资料需求