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Model risk
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111	Liquidity and Solvency Shocks in a Network Model of Systemic Risk: The Impact of Minimum Capital and Reserve Requirements Add to Reading List Source URL: www.risk.jbs.cam.ac.uk Language: English - Date: 2014-10-03 06:06:08 Financial markets Systemic risk Banking Monetary economics Financial risk Market liquidity Basel III Finance Bank Tier 1 capital Basel II
112	THE BINOMIAL OPTION PRICING MODEL The Binomial Option Pricing Model The authors consider the case of option pricing for a binomial process—the first in a series of articles in Financial Engineering. by Simon Benninga Add to Reading List Source URL: pluto.mscc.huji.ac.il Language: English - Date: 2014-02-02 05:57:49 Options Mathematical finance BlackScholes model Risk-neutral measure Put option Call option Volatility Binomial options pricing model Lattice model
113	Introduction Model Asset Prices Add to Reading List Source URL: www.ericswanson.us Language: English - Date: 2015-11-12 00:17:10 Behavioral finance Financial markets Economic puzzles Actuarial science Equity premium puzzle Stock market Risk premium Macroeconomic model Rare disasters Risk aversion Economic model Dynamic stochastic general equilibrium
114	® GEMS Defaultable Sovereign Debt Model Modeling the Post Crisis World Add to Reading List Source URL: www.conning.com Language: English - Date: 2015-01-16 11:56:17 Eurozone Systemic risk Economy of the European Union Bond Euro Debt Financial crisis
115	Term Structure of Uncertainty in the Macroeconomy∗ Jaroslav Boroviˇcka Lars Peter Hansen New York University Add to Reading List Source URL: borovicka.org Language: English - Date: 2016-06-07 19:48:34 Mathematical finance Financial economics Actuarial science Financial risk Stochastic calculus Stochastic discount factor Economic model Shock Lars Peter Hansen Quantitative analyst Risk aversion Price elasticity of demand
116	ETH Competence Center Coping with Crises in Complex Socio-Economic Systems (CCSS) www.ccss.ethz.ch Prof. Dr. Dirk Helbing Add to Reading List Source URL: www.ccss.ethz.ch Language: English - Date: 2010-06-06 06:57:04 Complex systems theory Systems Network theory Networks Systemic risk Dirk Helbing Didier Sornette Agent-based model Financial crisis Complex system Crisis Robustness
117	Introduction Model Asset Prices Add to Reading List Source URL: www.ericswanson.us Language: English - Date: 2015-11-04 18:25:21 Financial markets Behavioral finance Economic puzzles Actuarial science Financial economics Equity premium puzzle Risk premium Rare disasters Macroeconomic model Risk aversion Valuation Economic model
118	Asymmetric Volatility Risk: Evidence from Option Markets ⇤ Jens Jackwerth Grigory Vilkov Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2014-02-04 04:12:07 Mathematical finance Options Technical analysis VIX Implied volatility Volatility smile Volatility Stochastic volatility Moneyness BlackScholes model Copula S&P/ASX 200 VIX
119	For professional use only Model Portfolio Service and Volatility Philosophy Add to Reading List Source URL: www.lgtvestra.com Language: English - Date: 2016-06-01 13:37:27 Investment Mathematical finance Technical analysis Actuarial science Financial risk Volatility Portfolio Asset allocation
120	PRICING OF SWING OPTIONS IN A MEAN REVERTING MODEL WITH JUMPS MATS KJAER G¨ oteborg University Abstract. We investigate the pricing of swing options in a model where the Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:19 Mathematical finance Options Probability theory Risk-neutral measure Forward contract Trinomial tree Futures contract Characteristic function Distribution HullWhite model

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