Printed from https://ideas.repec.org/n/nep-rmg/2015-12-08.html
Report NEP-RMG-2015-12-08
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:
- Rama Cont, 2015, "The end of the waterfall: default resources of central counterparties," Working Paper, Norges Bank, number 2015/16, Nov.
- Mirta González & María Cecilia Pérez, 2015, "Simulation of the term structure. An application for measuring the interest rate risk," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201570, Nov.
- Item repec:hum:wpaper:sfb649dp2015-052 is not listed on IDEAS anymore
- Stefan Rass, 2015, "On Game-Theoretic Risk Management (Part Two) -- Algorithms to Compute Nash-Equilibria in Games with Distributions as Payoffs," Papers, arXiv.org, number 1511.08591, Nov, revised Apr 2020.
- Item repec:hal:wpaper:hal-01232683 is not listed on IDEAS anymore
- Mariana Vila Nova & António Melo Cerqueira & Elísio Brandão, 2015, "Hedging with Derivatives and Firm Value," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 568, Dec.
- Item repec:bor:wpaper:1531 is not listed on IDEAS anymore
- Yves Dominicy & Harry-Paul Vander Elst, 2015, "Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-41, Nov.
- Kenichiro Shiraya & Akihiko Takahashi, 2015, "Price Impacts of Imperfect Collateralization (Revised version of CARF-F-355; Subsequently published in "International Journal of Financial Engineering")," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-375, Nov.
- Peter Christoffersen & Mathieu Fournier & Kris Jacobs & Mehdi Karoui, 2015, "Option-Based Estimation of the Price of Co-Skewness and Co-Kurtosis Risk," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-54, Nov.
- Mark Matthews & Tom Kompas, 2015, "Coping with Nasty Surprises: Improving Risk Management in the Public Sector Using Simplified Bayesian Methods," Asia and the Pacific Policy Studies, Crawford School of Public Policy, The Australian National University, number 201536, Aug.