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Risk measure
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521	DISCRETE CREDIT BARRIER MODELS CLAUDIO ALBANESE AND OLIVER X. CHEN Abstract. The model introduced in this article is designed to provide a consistent representation for both the real-world and pricing measures for the cr Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:19 Mathematical finance Markov models Markov chain Poisson process Risk-neutral measure Stochastic matrix Black–Scholes Probability distribution Financial Correlations Statistics Stochastic processes Markov processes
522	The Janus-headed salvation: sovereign and bank credit risk premia during[removed] Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2009-12-11 04:23:09 Actuarial science United States housing bubble Mathematical finance Credit default swap Corporate bond Euro Risk-neutral measure Credit risk Bond Economics Financial economics Finance
523	Towards European monetary integration: the evolution of currency risk premium as a measure for monetary convergence prior to the implementation of currency unions Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2005-12-22 12:57:32 Currency Money International economics Economy of the European Union Euro Economic and Monetary Union of the European Union Currency union Hard currency Central bank Economy of Europe European Union Economics
524	HOW ARBITRAGE-FREE IS THE NELSON-SIEGEL MODEL? Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2008-02-27 09:08:23 Finance Economics Yield curve Financial markets Arbitrage Risk-neutral measure Economic model Futures contract Financial economics Mathematical finance Fixed income market
525	SPECTRAL RISK MEASURES FOR CREDIT PORTFOLIOS CLAUDIO ALBANESE AND STEPHAN LAWI A BSTRACT. In this article, we experiment with several different risk measures such as standard deviation, value-at-risk, expected shortfall Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:17 Financial economics Actuarial science Economics Coherent risk measure Diversification Risk measure Spectral risk measure Expected shortfall Risk Financial risk Mathematical finance Statistics
526	Bubbles and Credit Constraints Jianjun Miaoy Pengfei Wangz July 5, 2013 Add to Reading List Source URL: fakultaetsseminar.uni-mannheim.de Language: English - Date: 2013-10-02 10:17:30 Financial crises Business cycle United States housing bubble Economic bubbles Stock market bubble Boom and bust Credit crunch Investment Risk-neutral measure Economics Financial economics Macroeconomics
527	DESIGN LIFE LEVEL: QUANTIFYING THE RISK OF EXTREME EVENTS IN A CHANGING CLIMATE Rick Katz National Center for Atmospheric Research, Boulder, CO USA Holger Rootzén Add to Reading List Source URL: www.isse.ucar.edu Language: English - Date: 2013-08-02 13:00:37 Support Generalized extreme value distribution Stochastic processes Time series analysis Statistics Mathematical analysis Measure theory
528	BLOOMBERG ENTERPRISE SOLUTIONS REFERENCE DATA SERVICES DEFAULT RISK DEFAULT RISK HELPS FIRMS MEASURE AND MANAGE Add to Reading List Source URL: www.bloomberg.com Language: English - Date: 2014-07-02 14:14:44 Finance Economics Credit risk Risk Credit default swap Subprime crisis background information Financial economics Actuarial science Financial risk
529	A guide to Energy Performance Contracts and Guarantees This guide discusses the incorporation of energy performance guarantees into service contracts in order to transfer some of the energy savings risk from the customer Add to Reading List Source URL: www.managenergy.net Language: English - Date: 2013-09-26 10:27:39 Energy Savings Performance Contract International performance measurement and verification protocol Energy conservation measure Ameresco Energy Rebate Program Energy conservation Energy Energy service company
530	INTERVIEW GUIDE Let us help, visit us today: 248 Flanner Hall \| careercenter. nd.edu \| ([removed] \| [removed] Add to Reading List Source URL: careercenter.nd.edu Language: English - Date: 2014-05-05 15:09:23 Recruitment Risk-neutral measure Actuarial science Quantum logic Economics Classical cipher Employment Interviews Job interview

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