Found: 7
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IRC and CRM: Modelling Framework for the 'Basel 2.5' Risk Measures.
- Published in:
- European Financial Management, 2013, v. 19, n. 4, p. 801, doi. 10.1111/j.1468-036X.2013.12015.x
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- Article
Predicting Stock Index Changes.
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- Journal of Portfolio Management, 2022, v. 48, n. 7, p. 175, doi. 10.3905/jpm.2022.1.359
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- Article
Quantum computing for financial risk measurement.
- Published in:
- Quantum Information Processing, 2023, v. 22, n. 1, p. 1, doi. 10.1007/s11128-022-03777-2
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- Article
Machine learning in risk measurement: Gaussian process regression for value-at-risk and expected shortfall.
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- Journal of Risk Management in Financial Institutions, 2019, v. 12, n. 4, p. 374, doi. 10.69554/cyhx1007
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- Article
Capturing initial margin in counterparty risk calculations.
- Published in:
- Journal of Risk Management in Financial Institutions, 2017, v. 10, n. 2, p. 118, doi. 10.69554/fxix9450
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- Article
The pricing of electricity futures: Evidence from the European energy exchange.
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- Journal of Futures Markets, 2007, v. 27, n. 4, p. 387, doi. 10.1002/fut.20246
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- Article
The Pricing of Structured Products in Germany.
- Published in:
- Journal of Derivatives, 2003, v. 11, n. 1, p. 55, doi. 10.3905/jod.2003.319211
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- Article