indifference pricing paradigm beyond the realm of utility functions into the realm of dynamic risk measures. Focus then turns to … indifference pricing, from simple models to the most technical ones Goes beyond utility functions to analyze optimal risk transfer … and the theory of dynamic risk …

extending the indifference pricing paradigm beyond the realm of utility functions into the realm of dynamic risk measures. Focus … indifference pricing, from simple models to the most technical ones Goes beyond utility functions to analyze optimal risk transfer … and the theory of dynamic risk measures Covers non-Markovian and partially observed models and applications to portfolio …

risks. This study aimed to measure and assess foreign exchange risk utilizing Neural Networks and ARMA-GARCH models. Data on … GBP. This research explores advanced methods for measuring and assessing foreign exchange risk using Neural Networks … for financial institutions, investors, and policymakers, equipping them with robust tools for risk management in currency …

market with reinvestment risk, since in this case the total liability cannot easily be separated into hedgeable and non …