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The Coming Revolution in Risk Management
The Coming Revolution in Risk Management This articles describes some of the industry issues that new-generation risk modeling technologies can address and the emerging technology of simultion as ...- Authors: Lilli Segre Tossani
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Dynamic simulation models
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Scenario Generation: Valuation versus Strategy Development
Scenario Generation: Valuation versus Strategy Development The article discusses under which conditions it is appropriate to use the true probability distribution or the risk-neutral probability ...- Authors: Luke Girard, Mark S Tenney
- Date: Aug 1999
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation
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Implications of Real World Customer Behavior in RiskNeutral Hedging
Implications of Real World Customer Behavior in RiskNeutral Hedging This article discusses a simple simulation model that analyzes the implications of using real world assumptions for determining ...- Authors: Mark Evans
- Date: Aug 2006
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Dynamic simulation models
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Stochastic Volatility And Option Pricing
Stochastic Volatility And Option Pricing Feature article discussing the use of stochastic volatility models in the pricing of investments and options. Asset valuation;Markov Chain; 11067 2/1/2010 ...- Authors: Daniel Dufresne
- Date: Feb 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models