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"Risk management -- Mathematical models"
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Date
(1 - 3 of 3)
Title
Computing value-at-risk and expected shortfall in operational risk
Author(s)
Ryerson University (Degree granting institution)
,
Bakassa-Traore, Desire Issiaka (Author)
,
Olivares, Pablo (Degree supervisor)
Subject(s)
Risk management -- Mathematical models
,
Operational risk
,
Value -- Mathematical models
Program
Applied Mathematics
Degree
Master of Science
Title
Time-varying window length for correlation forecasts
Date
2017
Author(s)
Jeon, Yoontae (Author)
,
McCurdy, Thomas H. (Author)
Subject(s)
Investment analysis -- Mathematics
,
Uncertainty -- Econometric models
,
Risk management -- Mathematical models
,
Stock price forecasting -- Mathematics
,
Commodity futures -- Mathematical models
DOI
10.3390/econometrics5040054
Title
Uncertainty in Risk Modelling
Date
2018
Author(s)
Ryerson University (Degree granting institution)
,
Singh, Harjas (Author)
,
Gao, Niushan (Degree supervisor)
Subject(s)
Risk management -- Mathematical models
,
Correlation (Statistics)
,
Risk management
,
Risk assessment
,
Asset-liability management -- Mathematical models
Program
Applied Mathematics
Degree
Master of Science