Model risk - PDFSEARCH.IO - Document Search Engine

Model risk
Results: 2720

#	Item
41	A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change Harald Hau∗ INSEAD and CEPR Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:14:37 Economy Finance Money Financial markets Mathematical finance Arbitrage Futures contract Capital asset pricing model Risk arbitrage Equity premium puzzle Forward contract Market liquidity
42	Decision, Risk & Operations Working Papers Series A Mean-Risk Model for the Stochastic Traffic Assignment Problem E. Nikolova and N.E. Stier-Moses Add to Reading List Source URL: faculty.cse.tamu.edu Language: English - Date: 2012-01-14 18:55:06 Mathematics Game theory Nash equilibrium Statistics Route assignment Price of anarchy John Glen Wardrop Mathematical optimization Shortest path problem Standard deviation Economic equilibrium Economy
43	- 2012 #15 NBIM Discussion NOTE Modelling the implied tail risk of foreignexchange positions Add to Reading List Source URL: dmmn26wgpgtie.cloudfront.net Language: English - Date: 2016-07-22 21:10:43 Mathematical finance Options Economy Applied mathematics Finance Volatility smile Volatility Implied volatility Foreign exchange option Moneyness BlackScholes model Financial economics
44	the Baby TALK model © Baby TALK, Inc Build a system. Identify others interested in serving young families in your community. Learn about their goals and services, and discover opportunities to assist each other in meeti Add to Reading List Source URL: babytalk.org Language: English - Date: 2013-03-28 15:52:34 Actuarial science Federal assistance in the United States United States Department of Agriculture WIC Risk Community Economy Structure Academia
45	Value-at-Risk Model for Hazardous Material Transportation Yingying Kang Norfolk Southern Corporation Rajan Batta and Changhyun Kwon∗ Add to Reading List Source URL: www.chkwon.net Language: English - Date: 2016-08-04 11:55:32 Financial risk Economy Risk Actuarial science Finance Value at risk Market risk Probability Expected value Economic model Time at risk
46	Optimal policy with heterogeneous agents and aggregate shocks: An application to optimal public debt dynamics Xavier Ragot∗ François Le Grand Add to Reading List Source URL: www.macfinrobods.eu Language: English - Date: 2016-06-07 05:21:41 Economy Economics Financial risk Systematic risk Incomplete markets New classical macroeconomics General equilibrium theory Technology shock Economic model Economic equilibrium Precautionary savings
47	Credit Market in an Agent-Based Model of Endogenous Growth with Locally Interacting Agents G. Fagiolo1 T. Ferraresi2,3 D. Panaro3 A. Roventini1,5,6 Add to Reading List Source URL: convegni.dises.univpm.it Language: English - Date: 2013-07-30 06:05:15 Economics Economy Academia Economic development Financial deepening Economic growth Fellows of the Econometric Society Agent-based model Endogenous growth theory Finance Credit risk Development economics
48	Axioma Risk The next-generation market-risk management system Axioma Risk is a flexible system for multi-asset class risk management, offering analytics and data in a unified platform. In the system, a suite of analytic Add to Reading List Source URL: www.axioma.com Language: English - Date: 2016-06-21 19:18:00 Actuarial science Economy Financial risk Finance Academia Axioma Mathematical finance Derivative Risk management Risk Model risk Beta
49	Submitted to Management Science manuscript MSR1 Authors are encouraged to submit new papers to INFORMS journals by means of a style file template, which includes the journal title. However, use of a template do Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2016-08-02 03:48:05 Economy Finance Money Mathematical finance Arbitrage pricing theory Capital asset pricing model Risk factor Financial economics Investment management Futures contract Alpha Derivative
50	Credit Risk Architecture: Current Iteration Python (Credit Risk Model) Add to Reading List Source URL: mmds-data.org Language: English - Date: 2014-06-18 20:43:52 Mathematical finance Economy Applied mathematics Finance Volatility Autoregressive conditional heteroskedasticity Big data Risk

UPDATE