Multi-Asset Risk Modeling
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21

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Published By Elsevier

9780124016903

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Front-matter

Multi-Asset Risk Modeling ◽

10.1016/b978-0-12-401690-3.00015-9 ◽

2014 ◽

pp. i-iii

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Risk-Hedging Techniques

Multi-Asset Risk Modeling ◽

10.1016/b978-0-12-401690-3.00009-3 ◽

2014 ◽

pp. 305-335

Author(s):

Morton Glantz ◽

Robert Kissell

Keyword(s):

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Multi-Asset Corporate Restructurings and Valuations 1 1Software screenshots are the property of Real Options Valuation, and are reproduced with permission.

Multi-Asset Risk Modeling ◽

10.1016/b978-0-12-401690-3.00012-3 ◽

2014 ◽

pp. 393-435

Author(s):

Morton Glantz ◽

Robert Kissell

Keyword(s):

Real Options ◽

Real Options Valuation ◽

Corporate Restructurings ◽

Options Valuation

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A Primer on Risk Mathematics

Multi-Asset Risk Modeling ◽

10.1016/b978-0-12-401690-3.00002-0 ◽

2014 ◽

pp. 21-61

Author(s):

Morton Glantz ◽

Robert Kissell

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A Primer on Quantitative Risk Analysis

Multi-Asset Risk Modeling ◽

10.1016/b978-0-12-401690-3.00003-2 ◽

2014 ◽

pp. 63-118

Author(s):

Johnathan Mun

Keyword(s):

Risk Analysis ◽

Quantitative Risk Analysis

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Extreme Value Theory and Application to Market Shocks for Stress Testing and Extreme Value at Risk

Multi-Asset Risk Modeling ◽

10.1016/b978-0-12-401690-3.00013-5 ◽

2014 ◽

pp. 437-476

Author(s):

Morton Glantz ◽

Robert Kissell

Keyword(s):

At Risk ◽

Extreme Value Theory ◽

Value At Risk ◽

Stress Testing ◽

Value Theory ◽

Extreme Value ◽

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Foreign Exchange Market and Interest Rates

Multi-Asset Risk Modeling ◽

10.1016/b978-0-12-401690-3.00007-x ◽

2014 ◽

pp. 217-246

Author(s):

Morton Glantz ◽

Robert Kissell

Keyword(s):

Interest Rates ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market

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Index

Multi-Asset Risk Modeling ◽

10.1016/b978-0-12-401690-3.00028-7 ◽

2014 ◽

pp. 505-516

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Dedication

Multi-Asset Risk Modeling ◽

10.1016/b978-0-12-401690-3.00023-8 ◽

2014 ◽

pp. v

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Introduction to Multi-Asset Risk Modeling—Lessons from the Debt Crisis

Multi-Asset Risk Modeling ◽

10.1016/b978-0-12-401690-3.00001-9 ◽

2014 ◽

pp. 1-19

Author(s):

Morton Glantz ◽

Robert Kissell

Keyword(s):

Debt Crisis ◽

Risk Modeling ◽

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