| Date | Link | Tags | Clicks | Descriptions | Ratings |
|---|---|---|---|---|---|
| 1 Feb 2013 |
Porfolio analysis with MATLAB using the Black-Litterman model
Resources, code and guidance for practitioners using the Black-Litterman model in MATLAB Contributed by: Steve Wilcockson
|
analyze risk, asset alloc..., black-litte..., computation..., financial s... | 46 | 1 | |
| 9 Mar 2010 |
Basel II Compliance and Risk Management Analysis: Calculating Economic Capital
Marco Folpmers, Capgemini, presents credit risk models that enable compliance with Basel II Contributed by: Linda Webb
|
basel ii, economic ca..., interest ra..., correlation..., credit risk | 242 | 1 |