Difference between revisions of "Template:Financial risk"
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imported>Mersenne56 (Added "Arbitrage pricing theory" to "Modeling" section) |
imported>Mersenne56 m (Added "Drawdown" to the "Modeling" section) |
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| Line 45: | Line 45: | ||
* [[Expected shortfall|Conditional Value-at-Risk (CVaR)]] | * [[Expected shortfall|Conditional Value-at-Risk (CVaR)]] | ||
* [[Copula (probability theory)|Copula]] | * [[Copula (probability theory)|Copula]] | ||
| + | * [[Drawdown (economics)|Drawdown]] | ||
* [[First-hitting-time model]] | * [[First-hitting-time model]] | ||
* [[Immunization (finance)|Interest rate immunization]] | * [[Immunization (finance)|Interest rate immunization]] | ||