Канал: QRM Tutorial

Introduction to counterparty risk (QRM Chapter 17)

Introduction to counterparty risk (QRM Chapter 17)

Credit risk (QRM Chapter 10)

Credit risk (QRM Chapter 10)

Portfolio credit risk management (QRM Chapter 11)

Portfolio credit risk management (QRM Chapter 11)

Multivariate time series (QRM Chapter 14)

Multivariate time series (QRM Chapter 14)

Market risk (QRM Chapter 9)

Market risk (QRM Chapter 9)

Aggregate risk (QRM Chapter 8)

Aggregate risk (QRM Chapter 8)

Copulas and dependence (QRM Chapter 7)

Copulas and dependence (QRM Chapter 7)

Multivariate models (QRM Chapter 6)

Multivariate models (QRM Chapter 6)

Extreme value theory (QRM Chapter 5)

Extreme value theory (QRM Chapter 5)

Financial time series (QRM Chapter 4)

Financial time series (QRM Chapter 4)

Empirical properties of financial data (QRM Chapter 3)

Empirical properties of financial data (QRM Chapter 3)

Basic concepts in risk management (QRM Chapter 2)

Basic concepts in risk management (QRM Chapter 2)

Risk in perspective (QRM Chapter 1)

Risk in perspective (QRM Chapter 1)

Introduction to risk measurement and risk measures (Excerpt QRM Chapter 2)

Introduction to risk measurement and risk measures (Excerpt QRM Chapter 2)

Elliptical distributions in R (Excerpt QRM Chapter 6)

Elliptical distributions in R (Excerpt QRM Chapter 6)

Construction of elliptical distributions (Excerpt QRM Chapter 6)

Construction of elliptical distributions (Excerpt QRM Chapter 6)