Printed from https://ideas.repec.org/n/nep-rmg/2010-03-20.html
Report NEP-RMG-2010-03-20
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:hal:cesptp:halshs-00460901_v1 is not listed on IDEAS anymore
- McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio, 2009, "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 20975, Sep, revised 20 Sep 2009.
- Liuling Li & Bruce Mizrach, 2010, "Tail Return Analysis of Bear Stearns Credit Default Swaps," Departmental Working Papers, Rutgers University, Department of Economics, number 201003, Mar.
- Michael Pykhtin & Dan Rosen, 2010, "Pricing counterparty risk at the trade level and CVA allocations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-10.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2010, "Online Appendix to "Quantitative properties of sovereign default models: solution methods"," Online Appendices, Review of Economic Dynamics, number 08-133, Mar.
- Item repec:dgr:eureir:1765018329 is not listed on IDEAS anymore
- Damiano Brigo & Mirela Predescu & Agostino Capponi, 2010, "Credit Default Swaps Liquidity modeling: A survey," Papers, arXiv.org, number 1003.0889, Mar, revised Mar 2010.
- Suarez, Ronny, 2010, "Defining extreme volatility events at the S&P 500 Index," MPRA Paper, University Library of Munich, Germany, number 21053, Mar.
- Daniel T. Cassidy & Michael J. Hamp & Rachid Ouyed, 2010, "Student's t-Distribution Based Option Sensitivities: Greeks for the Gosset Formulae," Papers, arXiv.org, number 1003.1344, Mar, revised Jul 2010.