Catastrophe and risk

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Bibliographische Detailangaben
Veröffentlicht in:	Handbook of finance ; Vol. 3: Valuation, financial modeling, and quantitative tools
1. Verfasser:	Banks, Erik (VerfasserIn)
Pages:	3
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2008
Schlagworte:	Aufsatz im Buch
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Titel	Jahr	Verfasser
Risk and the French connection	2008	Bernstein, Peter L.
Overview of enterprise risk management	2008	Lam, James
Statistical models of operational loss	2008	Alexander, Carol
Effective duration and convexity	2008	Buetow, Gerald W.
Yield curve risk measures	2008	Fabozzi, Frank J.
Improving guidelines for interest rate and credit derivatives	2008	Kreider, Steven K.
Short-rate term structure models	2008	Levin, Alexander
Black-Scholes option pricing model	2008	Račev, Svetlozar T.
Valuing a plain vanilla swap	2008	Buetow, Gerald W.
Pricing options on interest rate instruments	2008	Tunaru, Radu
ARCH/GARCH models in applied financial econometrics	2008	Engle, Robert F.
Cointegration and its application in finance	2008	Arshanapalli, Bala Gangadhar
Moving average models for volatility and correlation, and covariance matrices	2008	Alexander, Carol
Introduction to stochastic processes	2008	Račev, Svetlozar T.
Risk : traditional finance versus behavioral finance	2008	Ricciardi, Victor
Catastrophe and risk	2008	Banks, Erik
Risk management in freight markets with forwards and options contracts	2008	George, Juby
Duration estimation for bonds and bond portfolios	2008	Fabozzi, Frank J.
Modeling portfolio credit risk	2008	Ramaswamy, Srichander
The concept and measures of interest rate volatility	2008	Levin, Alexander