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Anybody can do value at risk : a teaching study using parametric computation and Monte Carlo simulation
Cheung, Yun-hsing; Powell, Robert - In: Australasian accounting business and finance journal : AABF 6 (2012) 5, pp. 101-118
Persistent link: https://www.econbiz.de/10010244995
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Cross-hedging minimum return guarantees : basis and liquidity risks
Ankirchner, Stefan; Schneider, Judith Christiane; … - In: Journal of economic dynamics & control 41 (2014), pp. 93-109
Persistent link: https://www.econbiz.de/10010425003
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Stochastic portfolio specific mortality and the quantification of mortality basis risk
Plat, Richard - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 123-132
Persistent link: https://www.econbiz.de/10009517590
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Quantitative Verfahren im Risikomanagement : Risikoaggregation, Risikomaße und Performancemaße
Gleißner, Werner - In: Risikomanagement und Risiko-Controlling : [Organisation …, (pp. 179-204). 2011
Persistent link: https://www.econbiz.de/10009297406
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Portfolio risk forecasting - on the predictive power of multivariate dynamic copula models
Aepli, Matthias Daniel - 2015
Persistent link: https://www.econbiz.de/10010510833
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Computing value-at-risk using genetic algorithm
Sharma, Bhanu; Thulasiram, Ruppa K.; Thulasiram, Parimala - In: Journal of risk finance : the convergence of financial … 16 (2015) 2, pp. 170-189
Persistent link: https://www.econbiz.de/10010514021
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Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models
Targino, Rodrigo S.; Peters, Gareth W.; Shevchenko, Pavel V. - In: Insurance / Mathematics & economics 61 (2015), pp. 206-226
Persistent link: https://www.econbiz.de/10010515883
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Optimierung des Risikomanagementsystems am Beispiel der R. STAHL Technologiegruppe
Günther, Thomas; Śmirska, Katarzyna; Schiemann, Frank; … - In: Controlling : Zeitschrift für erfolgsorientierte … 21 (2009) 1, pp. 48-56
Persistent link: https://www.econbiz.de/10003794567
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Stochastic portfolio specific mortality and the quantification of mortality basis risk
Platt, Richard (contributor) - 2008
Persistent link: https://www.econbiz.de/10003769993
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Value at risk models
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003758439