Future Perspectives in Risk Models and Finance

Edited by Alain Bensoussan (), Dominique Guegan () and Charles S. Tapiero ()

in International Series in Operations Research and Management Science from Springer, currently edited by Camille C. Price, Joe Zhu and Frederick S. Hillier

Date: 2015
Edition: 2015
ISBN: 978-3-319-07524-2
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Chapters in this book:

Estimation Theory for Generalized Linear Models

Alain Bensoussan, Pierre Bertrand and Alexandre Brouste

Distortion Risk Measure or the Transformation of Unimodal Distributions into Multimodal Functions

Dominique Guégan and Bertrand Hassani

Stress Testing Engineering: The Real Risk Measurement?

Dominique Guégan and Bertrand K. Hassani

The Skin in the Game as a Risk Filter

Nassim N. Taleb and Constantine Sandis

Capital Adequacy, Pro-cyclicality and Systemic Risk

Raphael Douady

Financial Modelling and Memory: Mathematical System

Charles S. Tapiero and Pierre Vallois

Asset Price Modeling: From Fractional to Multifractional Processes

Sergio Bianchi and Augusto Pianese

Financial Analytics and A Binomial Pricing Model

Charles S. Tapiero and Jiangyi Qi

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Persistent link: https://EconPapers.repec.org/RePEc:spr:isorms:978-3-319-07524-2

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DOI: 10.1007/978-3-319-07524-2

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