Back-testing market risk models

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Bibliographische Detailangaben
Veröffentlicht in:	Handbook of finance ; Vol. 3: Valuation, financial modeling, and quantitative tools
1. Verfasser:	Dowd, Kevin (VerfasserIn)
Pages:	3
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2008
Schlagworte:	Aufsatz im Buch
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Titel	Jahr	Verfasser
Overview of risk management and alternative risk transfer	2008	Banks, Erik
Risk and risk management	2008	Culp, Christopher L.
Model risk	2008	Dowd, Kevin
The basics of cash-market hedging	2008	Ramamurthy, Shrikant
Hedging fixed income securities with interest rate swaps	2008	Ramamurthy, Shrikant
Yield curve risk management	2008	Reitano, Robert R.
General principles of bond valuation	2008	Fabozzi, Frank J.
Valuing mortgage-backed and asset-backed securities	2008	Fabozzi, Frank J.
Introduction to the pricing of futures/forwards and options	2008	Fabozzi, Frank J.
Pricing commercial real estate derivatives	2008	Geltner, David
Cash-flow analysis	2008	Peterson Drake, Pamela
Calculating investment returns	2008	Feibel, Bruce J.
Basic data description for financial modeling and analysis	2008	Höchstötter, Markus
Monte Carlo simulation in finance	2008	Pachamanova, Dessislava A.
Robust portfolio optimization	2008
Risk management for asset management firms	2008
Back-testing market risk models	2008	Dowd, Kevin
Risk measures and portfolio selection	2008	Račev, Svetlozar T.
Fixed incom risk modeling	2008	Breger, Ludovic
Credit risk modeling using reduced-form models	2008