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Moral-Hazard Premium

Digital文書・図像類

三隅, 隆司, 中村, 恒, 高岡, 浩一郎Hitotsubashi University Center for Financial Research2014-03-12

Available onlineOther Libraries in Japan

Summary, etc.... under regular market risk and rare-event risk when an e...
Subject Headingmoral hazard asset prices rare-event risk regular market risk riskless rate

Risk Modelling and Management: An Overview

Digital文書・図像類

Chang, Chia-Lin, Allen, David E., McAleer, Michael, Perez Amaral, TeodosioInstitute of Economic Research, Kyoto University2013-07KIER Discussion Paper872

Available onlineOther Libraries in Japan

Summary, etc....d, and extreme market risk and extreme value theory.
Subject Heading... BRICS extreme market risk

The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges

Paper文書・図像類

McAleer, Michael日本経済国際共同センター2009-08Discussion paper series. CIRJE-FCIRJE-F-652

Other Libraries in Japan

Subject Heading...ve risk taking market risk risk management value-at-risk...

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