Dynamic risk measure

#	Item
11	DYNAMIC CREDIT CORRELATION MODELING C. ALBANESE, O. CHEN, A. DALESSANDRO, AND A. VIDLER Abstract. As the market for credit baskets and single tranche bespoke CDOs keeps growing very rapidly, we witness a lively debate ab Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:17 Mathematical finance United States housing bubble Markov chain Collateralized debt obligation Lambda calculus Risk-neutral measure Financial Correlations Financial economics Finance Investment
12	PDF Document Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2008-11-12 13:13:32 Applied mathematics Mathematical sciences Coherent risk measure Risk measure Expected shortfall Dynamic risk measure Variance Expected value Time consistency Financial risk Mathematical finance Statistics