Printed from https://ideas.repec.org/n/nep-rmg/2010-04-24.html
Report NEP-RMG-2010-04-24
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:sps:wpaper:104 is not listed on IDEAS anymore
- Roxana Chiriac & Winfried Pohlmeier, 2010, "How Risky Is the Value at Risk?," Working Paper series, Rimini Centre for Economic Analysis, number 07_10, Jan.
- Yadong Li & Ziyu Zheng, 2010, "A Top-down Model for Cash CLO," Papers, arXiv.org, number 1004.2865, Apr.
- Luca Capriotti & Mike Giles, 2010, "Fast Correlation Greeks by Adjoint Algorithmic Differentiation," Papers, arXiv.org, number 1004.1855, Apr.
- Philip Z. Maymin & Zakhar G. Maymin, 2010, "Any Regulation of Risk Increases Risk," Papers, arXiv.org, number 1004.1670, Apr, revised Apr 2012.
- Ojo, Marianne, 2010, "Risk monitoring tools in bank regulation and supervision – developments since the collapse of Barings Plc," MPRA Paper, University Library of Munich, Germany, number 22125, Apr.
- Kevin Dowd & John Cotter & Ghulam Sorwar, 2010, "Spectral Risk Measures: Properties and Limitations," Working Papers, Geary Institute, University College Dublin, number 200839, Apr.
- Sasha C. Breger Bush, 2010, "The World Bank’s approach to increasing the vulnerability of small coffee producers," Global Development Institute Working Paper Series, GDI, The University of Manchester, number 11310.
- Peter Imkeller & Gonc{c}alo dos Reis & Jianing Zhang, 2010, "Results on numerics for FBSDE with drivers of quadratic growth," Papers, arXiv.org, number 1004.2248, Apr.
- Item repec:hal:wpaper:hal-00467704_v1 is not listed on IDEAS anymore