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)
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]]

Revision as of 20:01, 22 March 2020