Haku "pricing risks"

Jurczenko, Emmanuel - Multi-moment Asset Allocation and Pricing Models, e-kirja

Multi-moment Asset Allocation and Pricing Models

Jurczenko, Emmanuel


Multi-moment asset pricing is a revolutionary new way of modeling time series in finance which allows various degrees of long-term memory to be generated. It allows risk and prices of risk to vary through time enabling the accurate valuation of long-lived assets.

Aarons, Mark - Securitisation Swaps: A Practitioner's Handbook, e-kirja

Securitisation Swaps: A Practitioner's Handbook

Aarons, Mark


The numerous stakeholders that work together on these complex deals will all greatly benefit from a thorough understanding of their underlying risks and gain deep insight into the perspectives of each stakeholder. This invaluable guide provides multi-disciplinary insight