Printed from https://ideas.repec.org/n/nep-rmg/2006-10-07.html
Report NEP-RMG-2006-10-07
This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Item repec:hhb:aarmsl:2006_005 is not listed on IDEAS anymore
- Roberta Fiori & Simonetta Iannotti, 2006, "Scenario Based Principal Component Value-at-Risk: an Application to Italian Banks' Interest Rate Risk Exposure," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 602, Sep.
- Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas, 2006, "Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange," Working Papers, University of Crete, Department of Economics, number 0601, Jan.
- Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas, 2006, "Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis," Working Papers, University of Crete, Department of Economics, number 0602, Feb.
- Abel Elizalde, 2006, "Credit Risk Models I: Default Correlation in Intensity Models," Working Papers, CEMFI, number wp2006_0605.
- Abel Elizalde, 2006, "Credit Risk Models II: Structural Models," Working Papers, CEMFI, number wp2006_0606.
- Abel Elizalde, 2006, "Credit Risk Models III: Reconciliation Reduced – Structural Models," Working Papers, CEMFI, number wp2006_0607.
- Abel Elizalde, 2006, "Credit Risk Models IV: Understanding and Pricing CDOs," Working Papers, CEMFI, number wp2006_0608.
- Item repec:hum:wpaper:sfb649dp2006-029 is not listed on IDEAS anymore
- José Cerón & Javier Suarez, 2006, "Hot and Cold Housing Markets: International Evidence," Working Papers, CEMFI, number wp2006_0603.
- Item repec:hhs:bofitp:2005_009 is not listed on IDEAS anymore