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Crama, Yves's
Scholarly Papers
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Total Downloads
3,320 |
Total
Citations
8 |
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Chapelle, Ariane Université Libre de Bruxelles Crama, Yves University of Liege - HEC Management School Hubner, Georges HEC Management School - University of Liège Peters, Jean-Philippe Deloitte Luxembourg
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Basel 2, operational risk, extreme value theory, external data, RAROC
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Chapelle, Ariane Université Libre de Bruxelles Crama, Yves University of Liege - HEC Management School Hubner, Georges HEC Management School - University of Liège Peters, Jean-Philippe Deloitte Luxembourg
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456
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operational risk management, basel II, advanced measurement approach, copulae, external data, EVT, RAROC, cost-benefit analysis
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Schyns, M. University of Liege - HEC Management School Crama, Yves University of Liege - HEC Management School Hubner, Georges HEC Management School - University of Liège
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16 Aug 03
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Last Revised:
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21 Dec 10
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option pricing, arbitrage-free valuation, scenario trees, numerical analysis, out-of-sample testing
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Crama, Yves University of Liege - HEC Management School Moonen, Linda KU Leuven - Faculty of Business and Economics (FBE) Spieksma, Frits Catholic University of Leuven (KUL) Talloen, Ellen PricewaterhouseCoopers LLP
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Records 1 -
4
of 4 matches
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