Malcolm Kemp
Жанры и тэги:
Market Consistency. Model Calibration in Imperfect Markets
Achieving market consistency can be challenging, even for the most established finance practitioners. In Market Consistency: Model Calibration in Impe…
Подробнее
Market Consistency. Model Calibration in Imperfect Markets
Achieving market consistency can be challenging, even for the most established finance practitioners. In Market Consistency: Model Calibration in Impe…
Подробнее
Extreme Events. Robust Portfolio Construction in the Presence of Fat Tails
Taking due account of extreme events when constructing portfolios of assets or liabilities is a key discipline for market professionals. Extreme event…
ПодробнееExtreme Events. Robust Portfolio Construction in the Presence of Fat Tails
Taking due account of extreme events when constructing portfolios of assets or liabilities is a key discipline for market professionals. Extreme event…
ПодробнееMarket Consistency. Model Calibration in Imperfect Markets
Achieving market consistency can be challenging, even for the most established finance practitioners. In Market Consistency: Model Calibration in Impe…
ПодробнееMarket Consistency. Model Calibration in Imperfect Markets
Achieving market consistency can be challenging, even for the most established finance practitioners. In Market Consistency: Model Calibration in Impe…
Подробнее