Search Results - "Value at Risk"

Credit risk measurement new approaches to value at risk and other paradigms by Saunders, Anthony 1949-

Credit risk measurement in and out of the financial crisis new approaches to value at risk and other paradigms by Allen, Linda 1954-

Proceedings of the 8th SC-OCIS Roundtable 2017 creating shared values through risk sharing, 25-26 March 2017, Ditchley Park, Oxfordshire, United Kingdom

Optimization of temporal networks under uncertainty by Wiesemann, Wolfram

Table of Contents: “…Multi-objective optimization via conditional value-at-risk -- 5. Minimization of makespan quantiles -- 6. …”
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Professional financial computing using Excel and VBA by Tung, Humphrey K. K., Lai, Donny C. F, Wong, Michael C. S. [ (Michael Chak Sham)]

Table of Contents: “…Monte Carlo option pricing -- 10. Portfolio value-at-risk -- 11. The hull-white model -- 12. Credit Metrics model -- 13. …”