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Model risk
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151	CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2009-07-06 16:20:34 Mathematical finance Options United States housing bubble Technical analysis Corporate finance Credit default swap High-yield debt BlackScholes model Volatility Stochastic volatility Corporate bond Capital structure
152	Option Pricing on Cash Mergers Victor H. Martinez, Ioanid Ro¸su and C. Alan Bester∗ September 30, 2009 Abstract When a cash merger is announced but not completed, there are two main sources Add to Reading List Source URL: www.hec.unil.ch Language: English - Date: 2010-01-22 04:26:14 Mathematical finance Options BlackScholes model Volatility Implied volatility Moneyness Binary option Putcall parity Risk-neutral measure Local volatility VIX
153	ABOUT MANUSCRIPTS FOR IJ ITA Add to Reading List Source URL: foibg.com Language: English - Date: 2015-02-02 08:47:03 Scientific modeling Operations research Risk System dynamics Economic model Conceptual model Mathematical model Macroeconomic model
154	CLIMsystems Ltd www.climsystems.com CLIMsystems Compendium of Products and Services Table of Contents Add to Reading List Source URL: documents.climsystems.com Language: English - Date: 2015-05-10 21:41:48 Global warming Climate history Downscaling Climate General circulation model ArcGIS Climatology Risk
155	Microsoft PowerPoint - M. Corazza1, A.G. Malliaris2, E. Scalco1.ppt Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:46:57 Econometrics Time series analysis Time series models Financial risk Actuarial science Error correction model Heteroscedasticity Value at risk Autoregressive conditional heteroskedasticity Vector autoregression
156	CDAR Symposium Agenda UC Berkeley – California Memorial Stadium Friday, October 16, 2015 8:30 – 9:30 a.m. Breakfast Add to Reading List Source URL: cdar.berkeley.edu Language: English - Date: 2016-03-18 23:16:47 Financial risk Financial crises Business intelligence Actuarial science Systemic risk Risk Analytics Mortgage underwriting Big data Economic model Finance
157	Cash Flow, Consumption Risk, and the Cross-section of Stock Returns Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2009-12-10 15:18:12 Mathematical finance Fundamental analysis Behavioral finance Financial economics Financial markets Risk premium Beta Consumption-based capital asset pricing model Cost of capital Equity premium puzzle Cash flow Financial risk
158	On a model of portfolio selection with benchmark Received (in revised form): 19th October, 2001 Niklas Wagner is a lecturer in Finance at Munich University of Technology, Germany. He received a PhD in Finance from Augsbu Add to Reading List Source URL: www.wiwi.uni-passau.de Language: English - Date: 2010-04-05 09:26:12 Mathematical finance Financial risk Decision theory Financial economics Investment Portfolio optimization Harry Markowitz Tracking error Modern portfolio theory Hyperbolic absolute risk aversion Beta Asset allocation
159	thought leaders david malpass // current events One of the key economic challenges for the next U.S. President will be to set a new course for the Federal Reserve. Add to Reading List Source URL: www.encimaglobal.com Language: English - Date: 2016-02-24 13:56:33 Monetary policy Banking Great Recession Systemic risk Inflation Federal Reserve System Financial crisis of 200708 Excess reserves Interest rate Mortgage loan Deflation Fed model
160	Journal of Financial Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Financial Economics journal homepage: www.elsevier.com/locate/jfec Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2014-01-17 16:12:29 Mathematical finance Capital asset pricing model Beta Arbitrage pricing theory Financial economics Alpha FamaFrench three-factor model Cost of capital Risk factor Finance Equity premium puzzle Untradable assets

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