来源:Risks , 2020
作者:Ha Pham, Bernd Engelmann
关键词:loan pricing;RAROC;...
使用许可:Unknown
来源:Risks , 2020
作者:John Ery, MarioV. Wüthrich, Patrick Cheridito
关键词:asset-liability risk;risk capital;...
使用许可:Unknown
3 Deep Local Volatility [期刊论文]
来源:Risks , 2020
作者:Matthew Dixon, Stéphane Crépey, Marc Chataigner
关键词:option pricing;neural networks;...
使用许可:Unknown
4 How Risky Are the Options? A Comparison with the Underlying Stock Using MaxVaR as a Risk Measure [期刊论文]
来源:Risks , 2020
作者:Malay Bhattacharyya, Saswat Patra
关键词:Pearson Type-IV;VaR;...
使用许可:Unknown
5 Prediction of Claims in Export Credit Finance: A Comparison of Four Machine Learning Techniques [期刊论文]
来源:Risks , 2020
作者:Simone Krummaker, Mathias Bärtl
关键词:machine learning;claims prediction;...
使用许可:Unknown
6 A Multi-State Approach to Modelling Intermediate Events and Multiple Mortgage Loan Outcomes [期刊论文]
来源:Risks , 2020
作者:Richard Chamboko, JorgeMiguel Bravo
关键词:credit risk;survival analysis;...
使用许可:Unknown