Future Perspectives in Risk Models and Finance - International Series in Operations Research & Management Science
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Published By Springer International Publishing

9783319075235, 9783319075242

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Distortion Risk Measure or the Transformation of Unimodal Distributions into Multimodal Functions

Future Perspectives in Risk Models and Finance - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-07524-2_2 ◽

2014 ◽

pp. 71-88 ◽

Cited By ~ 4

Author(s):

Dominique Guégan ◽

Bertrand Hassani

Keyword(s):

Risk Measure ◽

Multimodal Functions ◽

Distortion Risk Measure

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Capital Adequacy, Pro-cyclicality and Systemic Risk

Future Perspectives in Risk Models and Finance - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-07524-2_5 ◽

2014 ◽

pp. 137-148

Author(s):

Raphael Douady

Keyword(s):

Systemic Risk ◽

Capital Adequacy

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Estimation Theory for Generalized Linear Models

Future Perspectives in Risk Models and Finance - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-07524-2_1 ◽

2014 ◽

pp. 1-69

Author(s):

Alain Bensoussan ◽

Pierre Bertrand ◽

Alexandre Brouste

Keyword(s):

Generalized Linear Models ◽

Linear Models ◽

Estimation Theory

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Stress Testing Engineering: The Real Risk Measurement?

Future Perspectives in Risk Models and Finance - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-07524-2_3 ◽

2014 ◽

pp. 89-124 ◽

Cited By ~ 1

Author(s):

Dominique Guégan ◽

Bertrand K. Hassani

Keyword(s):

Stress Testing ◽

Risk Measurement ◽

The Real ◽

Real Risk

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Financial Modelling and Memory: Mathematical System

Future Perspectives in Risk Models and Finance - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-07524-2_6 ◽

2014 ◽

pp. 149-246 ◽

Cited By ~ 2

Author(s):

Charles S. Tapiero ◽

Pierre Vallois

Keyword(s):

Financial Modelling ◽

Mathematical System

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Asset Price Modeling: From Fractional to Multifractional Processes

Future Perspectives in Risk Models and Finance - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-07524-2_7 ◽

2014 ◽

pp. 247-285 ◽

Cited By ~ 1

Author(s):

Sergio Bianchi ◽

Augusto Pianese

Keyword(s):

Asset Price

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The Skin in the Game as a Risk Filter

Future Perspectives in Risk Models and Finance - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-07524-2_4 ◽

2014 ◽

pp. 125-136

Author(s):

Nassim N. Taleb ◽

Constantine Sandis

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Financial Analytics and A Binomial Pricing Model

Future Perspectives in Risk Models and Finance - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-07524-2_8 ◽

2014 ◽

pp. 287-313

Author(s):

Charles S. Tapiero ◽

Jiangyi Qi

Keyword(s):

Pricing Model

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Future Perspectives in Risk Models and Finance - International Series in Operations Research & Management ScienceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Distortion Risk Measure or the Transformation of Unimodal Distributions into Multimodal Functions

Capital Adequacy, Pro-cyclicality and Systemic Risk

Estimation Theory for Generalized Linear Models

Stress Testing Engineering: The Real Risk Measurement?

Financial Modelling and Memory: Mathematical System

Asset Price Modeling: From Fractional to Multifractional Processes

The Skin in the Game as a Risk Filter

Financial Analytics and A Binomial Pricing Model

Future Perspectives in Risk Models and Finance - International Series in Operations Research & Management Science
Latest Publications