Market Shock Scenario Design: An Option-based Approach
Author:
Publisher
Elsevier BV
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference38 articles.
1. Integrating stress scenarios into risk quantification models;A Abdymomunov;Journal of Financial Services Research,2015
2. Stress Testing Interest Rate Risk Exposure;A Abdymomunov;Journal of Banking and Finance,2014
3. Inflated Ratings on Pre-Crisis CDOs: A Deeper Look;M Adelson;The Journal of Structured Finance,2016
4. Nonparametric risk management and implied risk aversion;Y A?t-Sahalia;Journal of econometrics,2000
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