Risk Theory and Related Topics. EMS School in Applied Mathematics.
Risk Theory and Related Topics. EMS School in Applied Mathematics.
Risk Theory and Related Topics. EMS School in Applied Mathematics.

Lecturer's files

.pdf Credit Risk Modeling
[1|2|3|4]		 Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski
.pdf Enlargement of filtrations and Credit Risk
[1]		 Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski, Nicole El Karoui
.pdf Risk Sensitive Portfolio Optimization
[1|2]		 Łukasz Stettner
.pdf Statistics and Quantitative Risk Management
[1]		 Paul Embrechts
.pdf Quantitative Modeling of Operational Risk: Between g-and-h and EVT
[1]		 Paul Embrechts, Matthias Degen, Dominik Lambrigger
.pdf Advanced Topics in EVT
[1|2|3]		 Paul Embrechts, Frey, McNeil
.pdf Fractional Brownian Motion and Applications
[1]		 Tyrone E. Duncan
.pdf Optimal Asset Allocation Practitioner's Perspective
[1]		 Andrzej Palczewski
.ppt Some claculations with exponential martingales
[1]		 Wojciech Szatzschneider
.pdf On Stochastic Adaptive Control & its Applications
[1]		 Bozenna Pasik-Duncan
.pdf Rating based credit risk models
[1]		 Jacek Jakubowski