案例金融数学 The volatility of stock can be calculated by calculating the standard deviation of stock return, i.e. STD (stock_ret); the beta of stock can be calculated by CAPM formula Risk modeling Fina...

案例金融数学 The volatility of stock can be calculated by calculating the standard deviation of stock return, i.e. STD (stock_ret); the beta of stock can be calculated by CAPM formula Risk modeling Fina...

MSc in Financial Mathematics, FM50/2019 Negative rates and portfolio risk management Financial Mathematics案例 This document describes one of the available topics for the MSc-project in Financial Ma...

portfolio risk management案例 portfolio risk management案例 This document describes one of the available topics for the MSc-project in Financial Mathematics. Cristin Buescu and Teemu Pennanen Depart...