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Report NEP-RMG-2012-02-15
This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-RMG
The following items were announced in this report:
- Zorana Grbac & Antonis Papapantoleon, 2012. "A tractable LIBOR model with default risk," Papers 1202.0587, arXiv.org, revised Oct 2012.
- J. Shen & B. Zheng, 2012. "On return-volatility correlation in financial dynamics," Papers 1202.0342, arXiv.org.