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)
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]]

Revision as of 22:08, 14 March 2020