Difference between revisions of "Template:Financial risk"
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imported>Mersenne56 m (Added "Tracking error" to the Modeling section) |
imported>Mersenne56 m (Added "Cash flow matching" to "Modeling" section) |
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| Line 43: | Line 43: | ||
* [[Arbitrage pricing theory]] | * [[Arbitrage pricing theory]] | ||
* [[Black–Scholes model]] | * [[Black–Scholes model]] | ||
| + | * [[Cashflow matching|Cash flow matching]] | ||
* [[Expected shortfall|Conditional Value-at-Risk (CVaR)]] | * [[Expected shortfall|Conditional Value-at-Risk (CVaR)]] | ||
* [[Copula (probability theory)|Copula]] | * [[Copula (probability theory)|Copula]] | ||