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2005, Princeton series in finance, ISBN 9780691122555, xv, 538
The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II... 
Mathematical models | Risk management | Mathematical statistics | Finance | Insurance | Risk management-Mathematical models | Insurance-Mathematical models | Finance-Mathematical models
Book
Applied stochastic models in business and industry, ISSN 1526-4025, 1999
Journal
Advances in mathematical programming and financial planning, 1987
Journal
2010, 1. Aufl., ISBN 9780470683910, xiv, 489
This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory... 
Investments | Finance | Mathematical models
Book
2003, ISBN 0387916245, xix, 632
This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate... 
Time-series analysis | Mathematical models | Econometric models | S-Plus | Finance
Book
2013, Econometric society monographs, ISBN 9781107630024, Volume 52, xviii, 261
...) models have provided the principal means of analyzing, modeling and monitoring such changes... 
Time-series analysis | Mathematical models | Econometrics | Finance
Book
2007, Mathematics, finance, and risk, ISBN 0521861705, xii, 345
Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances... 
Mathematical optimization | Finance | Mathematical models
Book
2011, ISBN 0123756626, xv, 584
... portfolio insurance and risk estimation problems.  In particular, several chapters explain optimization heuristics and how to use them for portfolio selection and in calibration of estimation and option pricing models... 
Finance | Mathematical methods | Finance & Economics | Mathematical optimization
Book
Wilmott, ISSN 1540-6962, 2001
Journal
2011, The Frank J. Fabozzi series, ISBN 0470482354, xx, 384
An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models... 
Capital assets pricing model | Mathematical models | Lévy processes | Finance | Probabilities | General | BUSINESS & ECONOMICS
Book
2014, Chapman & Hall/CRC financial mathematics series, ISBN 1466570334, xxxviii, 445 pages
Book
2005, STU - Student edition, ISBN 0691115370, xv, 525
.... Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices... 
Capital assets pricing model | Economics | Mathematical models | Finance | Econometrics | BUSINESS & ECONOMICS
Book
The Annals of applied probability, ISSN 1050-5164, 06/2017, Volume 27, Issue 3, pp. 1452 - 1477
In a model-free discrete time financial market, we prove the superhedging duality theorem, where trading is allowed with dynamic and semistatic strategies... 
Analytic sets | Finite support martingale measure | Model independent market | Superhedging theorem | Model uncertainty | Robust duality | model uncertainty | analytic sets | robust duality | STATISTICS & PROBABILITY | finite support martingale measure | ARBITRAGE | model independent market | MARTINGALE
Journal Article
2014, Themes in modern econometrics, ISBN 9781107662889, xvi, 186
.... The measurement, management, and regulation of risks in portfolios composed of credits, credit derivatives, or life insurance contracts is difficult because of the nonlinearities of risk models... 
BUSINESS & ECONOMICS / Econometrics | Mathematical models | Finance | Insurance
Book
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