Future Perspectives in Risk Models and Finance
Editor
- Alain Bensoussan(University of Texas at Dallas)Dominique Guegan(University Paris 1 Panthéon-Sorbonne)Charles S. Tapiero(NYU-Polytechnic School of Engineering)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Alain Bensoussan & Dominique Guegan & Charles S. Tapiero (ed.), 2015. "Future Perspectives in Risk Models and Finance," International Series in Operations Research and Management Science, Springer, edition 127, number 978-3-319-07524-2, March.
Handle: RePEc:spr:isorms:978-3-319-07524-2
DOI: 10.1007/978-3-319-07524-2
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Book Chapters
The following chapters of this book are listed in IDEAS- Alain Bensoussan & Pierre Bertrand & Alexandre Brouste, 2015. "Estimation Theory for Generalized Linear Models," International Series in Operations Research & Management Science, in: Alain Bensoussan & Dominique Guegan & Charles S. Tapiero (ed.), Future Perspectives in Risk Models and Finance, edition 127, pages 1-69, Springer.
- Dominique Guégan & Bertrand Hassani, 2015. "Distortion Risk Measure or the Transformation of Unimodal Distributions into Multimodal Functions," International Series in Operations Research & Management Science, in: Alain Bensoussan & Dominique Guegan & Charles S. Tapiero (ed.), Future Perspectives in Risk Models and Finance, edition 127, pages 71-88, Springer.
- Dominique Guégan & Bertrand K. Hassani, 2015. "Stress Testing Engineering: The Real Risk Measurement?," International Series in Operations Research & Management Science, in: Alain Bensoussan & Dominique Guegan & Charles S. Tapiero (ed.), Future Perspectives in Risk Models and Finance, edition 127, pages 89-124, Springer.
- Nassim N. Taleb & Constantine Sandis, 2015. "The Skin in the Game as a Risk Filter," International Series in Operations Research & Management Science, in: Alain Bensoussan & Dominique Guegan & Charles S. Tapiero (ed.), Future Perspectives in Risk Models and Finance, edition 127, pages 125-136, Springer.
- Raphael Douady, 2015. "Capital Adequacy, Pro-cyclicality and Systemic Risk," International Series in Operations Research & Management Science, in: Alain Bensoussan & Dominique Guegan & Charles S. Tapiero (ed.), Future Perspectives in Risk Models and Finance, edition 127, pages 137-148, Springer.
- Charles S. Tapiero & Pierre Vallois, 2015. "Financial Modelling and Memory: Mathematical System," International Series in Operations Research & Management Science, in: Alain Bensoussan & Dominique Guegan & Charles S. Tapiero (ed.), Future Perspectives in Risk Models and Finance, edition 127, pages 149-246, Springer.
- Sergio Bianchi & Augusto Pianese, 2015. "Asset Price Modeling: From Fractional to Multifractional Processes," International Series in Operations Research & Management Science, in: Alain Bensoussan & Dominique Guegan & Charles S. Tapiero (ed.), Future Perspectives in Risk Models and Finance, edition 127, pages 247-285, Springer.
- Charles S. Tapiero & Jiangyi Qi, 2015. "Financial Analytics and A Binomial Pricing Model," International Series in Operations Research & Management Science, in: Alain Bensoussan & Dominique Guegan & Charles S. Tapiero (ed.), Future Perspectives in Risk Models and Finance, edition 127, pages 287-313, Springer.
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