Printed from https://ideas.repec.org/n/nep-rmg/2009-05-09.html
Report NEP-RMG-2009-05-09
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:
- Herbertsson, Alexander & Jang, Jiwook & Schmidt, Thorsten, 2009, "Pricing basket default swaps in a tractable shot-noise model," Working Papers in Economics, University of Gothenburg, Department of Economics, number 359, Apr.
- Item repec:hal:journl:inria-00370168_v3 is not listed on IDEAS anymore
- Michele Fratianni & Francesco Marchionne, 2009, "The Role of Banks in the Subprime Financial Crisis," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2009-02, Apr.
- Kerstin Bernoth & Andreas Pick, 2009, "Forecasting the Fragility of the Banking and Insurance Sector," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 882.
- Peroni, Chiara, 2008, "A non-parametric investigation of risk premia," MPRA Paper, University Library of Munich, Germany, number 15010, Feb, revised 15 Apr 2009.
- Itoh, Yuki & 伊藤, 有希, 2008, "Recovery Process Model," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2008-08, Nov.
- Söderberg, Jonas, 2008, "Test of the Gaussian Copula on the Swedish Stock Market," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:9, Dec.
- Kokholm, Thomas & Nicolato, Elisa, 2009, "Sato Processes in Default Modeling," Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number F-2009-01, Apr.
- Onour, Ibrahim, 2009, "Natural Gas markets:How Sensitive to Crude Oil Price Changes?," MPRA Paper, University Library of Munich, Germany, number 14937, Apr.