Chronic
发表于 2025-3-30 08:32:24
Ralf T. KreutzerStochasticPrograms 9 2. 1 Risk Measures. . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 2. 1. 1 Deviation measures. . . . . . . . . . . . . . . . . . . . . 10 2. 1. 2 Quantile-based risk measures . . . . . . . . . . . . . . . 11 2. 2 Mean-Risk Models . . . . . . . . . . . . . . . . . . . .
agenda
发表于 2025-3-30 16:03:10
Kai-Michael Griese,Dennis Baumerest rate risk in retail banking. A number of distinct product types — variable rate, fixed rate, and zeros — clearly exist in retail banking but careful analysis is needed to distinguish contractual terms from customer behaviour governing factors such as the duration of core funding, repricing ter
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发表于 2025-3-30 19:52:43
Sylvia Chan-Olmsted,Lisa-Charlotte Wolter,Elisa Dorothee AdamMarch 1995. The results seem to indicate that our method underestimates the variance of actual returns. However, as discussed in the paper this might be due to the fact that the correlation structure of zero coupon rates was estimated without any a priori restrictions. A study which uses the correla
Aspirin
发表于 2025-3-30 21:37:24
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