Search Results - "financial engineering"

MFRS 9 financial instruments: classification and measurement of financial assets / Aniza@Marzita Ishak and Roshidah Safeei by Ishak, Aniza@Marzita, Safeei, Roshidah

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Financial systems integration in East-Asia: the uncovered interest parity condition / Ibrahim Bakari Hassan ... [et al.] by Bakari Hassan, Ibrahim, Mohamed, Azali, Lee, Chin

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Measuring the value added intellectual capital on financial performance: a case of malaysian green technology companies / Noor Sharida Badri Shah and Noor Azuddin Yakob by Badri Shah, Noor Sharida, Yakob, Noor Azuddin

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Investigating the effect of different sampling methods on imbalanced datasets using bankruptcy prediction model / Amirah Hazwani Abdul Rahim ... [et al.] by Abdul Rahim, Amirah Hazwani, Abdul Rashid, Nurazlina, Ahmad, Abd-Razak, Shamsuddin, Norin Rahayu

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Bankruptcy model of UK public sales and maintenance motor vehicles firms / Asmahani Nayan ... [et al.] by Nayan, Asmahani, Abd Rahim, Amirah Hazwani, Ishak, Siti Shuhada, Ilias, Mohd Rijal, Ahmad, Abd Razak

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Microfinance, EU Structural Funds and Capacity Building for Managing Authorities A Comparative Analysis of European Convergence Regions / by Porretta, Pasqualina, Pes, Giovanni

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EIB Global Report 2022/2023 - The impact by EUROPEAN INVESTMENT BANK

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Development of Innovative Tools in Global Financial Markets by Khrystyna Danylkiv, Yaroslav Dropa, Marta Petyk, Nataliia Hembarska, Zinoviy Siryk

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Innovations in Quantitative Risk Management TU München, September 2013 /

Table of Contents: “…Part I Markets, Regulation, and Model Risk -- A Random Holding Period Approach for Liquidity-Inclusive Risk Management -- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models -- Model Risk in Incomplete Markets with Jumps -- Part II Financial Engineering -- Bid-Ask Spread for Exotic Options Under Conic Finance -- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model -- A Two-Sided BNS Model for Multicurrency FX Markets -- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors -- Copula-Specific Credit Portfolio Modeling -- Implied Recovery Rates-Auctions and Models -- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence -- Part III Insurance Risk and Asset Management -- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design -- Reducing Surrender Incentives Through Fee Structure in Variable Annuities -- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment -- Risk Control in Asset Management: Motives and Concepts -- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash -- Improving Optimal Terminal Value Replicating Portfolios -- Part IV Computational Methods for Risk Management -- Risk and Computation -- Extreme Value Importance Sampling for Rare Event Risk Measurement -- A Note on the Numerical Evaluation of the Hartman-Watson Density and Distribution Function -- Computation of Copulas by Fourier Methods -- Part V Dependence Modelling -- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions -- Duality in Risk Aggregation -- Some Consequences of the Markov Kernel Perspective of Copulas -- Copula Representations for Invariant Dependence Functions -- Nonparametric Copula Density Estimation Using a Petrov-Galerkin Projection.…”
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Risk, Ruin and Survival: Decision Making in Insurance and Finance by Ren, Jiandong

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