2 Citations
Financial Risk Management and Sustainability – The Sufficiency Economy Philosophy Nexus
- Economics
- 2017
With the September 25th 2015 United Nations Resolution 70/1 “Transforming our world: the 2030 Agenda for Sustainable Development”, the case for integrating SUSTAINABILITY criteria at the heart of…
References
SHOWING 1-10 OF 17 REFERENCES
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES
- Economics
- 1974
Presented at the American Finance Association Meeting, New York, December 1973.(This abstract was borrowed from another version of this item.)
Could Asymmetric Information Alone Have Caused the Collapse of Private-Label Securitization?
- Economics
- 2010
A key feature of the 2007-2008 financial crisis is that for some classes of securities trade has ceased. And where trade does occur, it appears that market prices are well below what one might…
Random variables, joint distribution functions, and copulas
- Computer Science, MathematicsKybernetika
- 1973
The paper is devoted to an investigation of the structure and properties of n-copulas and their connection with random variables.
The formula that killed Wall Street
- History
- 2012
Wall Street in the mid‐1980s turned to the quants – brainy financial engineers – to invent new ways to boost profits. They and their managers, though laziness and greed, built a huge financial bubble…
Paul Wilmott on Quantitative Finance
- Economics
- 2010
Based on "Derivatives: The Theory and Practice of Financial Engineering", this text aims to deliver an explanation and exposition of derivatives with related financial products and techniques to the…
Problems with Using CDS to Infer Default Probabilities
- EconomicsThe Journal of Fixed Income
- 2012
Using credit default swaps (CDS) to imply a firm’s or sovereign’s default probability is laden with difficulties, making the resulting estimate unreliable. This article exposes these difficulties…
Global Securitisation and CDOs
- Political Science
- 2004
Global securitisation and CDOs / , Global securitisation and CDOs / , کتابخانه دیجیتال و فن آوری اطلاعات دانشگاه امام صادق(ع)
Recipe for disaster: The formula that killed wall street. Wired Magazine
- Recipe for disaster: The formula that killed wall street. Wired Magazine
- 2009
What got us here? @ONLINE. http://www.aei.org/ article/economics/financial-services/what-got-us-her%e
- What got us here? @ONLINE. http://www.aei.org/ article/economics/financial-services/what-got-us-her%e
Constructing a credit curve. A RISK Special report
- Constructing a credit curve. A RISK Special report
- 1998