Risk management methods pdf


We first risk management methods pdf statistics theory and methods. Second, we discuss econometric methods.

Finally, we discuss other methods such as operation research, stochastic process, computer science and technology, entropy, and fuzzy set theory. Russian and American put options under exponential phase-type Levy models. Asset allocation: combining investor views with market equilibrium. The pricing of options and corporate liabilities.

A refined binomial lattice for pricing American Asian options. An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model. Stock return predictability: a Bayesian model selection perspective. On the behavior of commodity prices.