Difference between revisions of "Template:Financial risk"
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imported>Mersenne56 (Added a number of examples to the "Modeling" section) |
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| group2 = [[Financial risk modeling|Modeling]] | | group2 = [[Financial risk modeling|Modeling]] | ||
| list2 = | | list2 = | ||
| + | * [[Black–Scholes model]] | ||
| + | * [[Expected shortfall|Conditional Value-at-Risk (CVaR)]] | ||
| + | * [[Copula (probability theory)|Copula]] | ||
| + | * [[First-hitting-time model]] | ||
* [[Market portfolio]] | * [[Market portfolio]] | ||
* [[Modern portfolio theory]] | * [[Modern portfolio theory]] | ||
| Line 48: | Line 52: | ||
* [[Sharpe ratio]] | * [[Sharpe ratio]] | ||
* [[Sortino ratio]] | * [[Sortino ratio]] | ||
| + | * [[Survival analysis]] ([[Proportional hazards model]]) | ||
* [[Value at risk|Value-at-Risk (VaR)]] and extensions [[Profit at risk]], [[Margin at risk]], [[Liquidity at risk]] | * [[Value at risk|Value-at-Risk (VaR)]] and extensions [[Profit at risk]], [[Margin at risk]], [[Liquidity at risk]] | ||