Financial risk - Mathematical models.

Extreme value methods with applications to finance by: (Electronic resources)

Financial risk modelling and portfolio optimization with R / by: (Language materials, printed)

Econometrics of risk by: (Electronic resources)

Counterparty risk and funding : = a tale of two puzzles / by: (Language materials, printed)

Corporate and project finance modeling = theory and practice / by: (Electronic resources)

Counterparty credit risk, collateral and funding = with pricing cases for all asset classes / by: (Electronic resources)

Portfolio management under stress = a Bayesian-net approach to coherent asset allocation / by: (Electronic resources)

Semi-Markov migration models for credit risk by: (Electronic resources)

Systemic risk tomography = signals, measurement and transmission channels / by: (Electronic resources)

Econometrics.

Valuation- Mathematical models.

Markov processes.

Finance- Mathematical models.

Portfolio management.

Financial risk- Mathematical models.

R (Computer program language)

Quantitative Finance.

Computational Intelligence.

Credit derivatives- Mathematical models.

Investments- Mathematical models.

Macroeconomics- Econometric models.

Credit- Mathematical models.

Extreme value theory- Mathematical models.

Engineering.

Financial risk management.

Quality Control, Reliability, Safety and Risk.

Portfolio management- Mathematical models.