'expected shortfall' related content
Products matching 'expected shortfall':
Editorial content matching 'expected shortfall'
Content with tags matching 'expected shortfall':
224 days ago - Portfolio Probe
Featured I’ll be leading two courses in the near future: Value-at-Risk versus Expected Shortfall 2012 October 30-31, London. 30th: “Addressing the critical challen...
238 days ago - Portfolio Probe
Featured I’ll be leading two courses in the near future: Value-at-Risk versus Expected Shortfall 2012 October 30-31, London. 30th: “Addressing the critical challen...
258 days ago - Portfolio Probe
Featured Thalesians, London 2012 September 12. Chia Tan on “Practical Financial Modeling”. Abstract: Financial modelling is not a competition in the mastery of com...
379 days ago - q-fin updates on arXiv.org
We introduce the formalism of generalized Fourier transforms in the context
of risk management. We develop a general framework to efficiently compute the
most popular risk mea...