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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