Scheuzerstrasse 43
Zurich, 8006
Switzerland
Core Dynamics GmbH
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Risk Management, Stress Test, Market Risk, Credit Risk, Country Risk, Transfer Risk, Integrated Risk Management
Geometric Arbitrage Theory, Market Model, Stochastic Finance
Sharpe Index, One-Sided Risk Measures, First Order Risk Aversion
Balance and Off Balance Sheet Analysis, Interest Rate Risk, Dynamic Mean Variance Optimization
Geometric Arbitrage Theory, Asset Pricing Theory, Risk Management
Geometric Arbitrage, Arbitrage Pricing, Market Models
Stress testing, risk management, integration of market and credit risk
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2794938.pdf Size: 667K
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
integrated market and credit risk, country risk, stress testing, market risk, risk aggregation
Balance and Off Balance Sheet, Portfolio Credit Risk, Dynamic Mean Variance Optimization
Balance and Off Balance Sheet, Analysis, Interest Rate Risk, Dynamic Mean Variance Optimization
Credit risk, Loss Given Default, integration of market with credit risk
Geometric Arbitrage, Black-Scholes PDE, Expected Utility Maximization
Arbitrage, Spectral Theory, Stochastic Differential Geometry
Geometric Arbitrage, Arbitrage Bubbles, Minimal Arbitrage Dynamics
Credit Risk, No-Free-Lunch-With-Vanishing-Risk, Geometric Arbitrage Theory, Arbitrage Credit Bubbles
Capital Structure; Financial Leverage; Project financing; Multi-period ROE; APV; OCE
Stochastic multiperiod optimization, Energy market, Blomvall and Lindberg interior point model
