Malcolm Kemp
Жанры и тэги:
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…
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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…
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…
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…
Подробнее