Measures of risk
Article Abstract:
The conditions under which the classic measures of risk such as the mean, the linear correlation efficient and the VaR can be used are discussed.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
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Credit risk analysis of mortgage loans: an application to the Italian market
Article Abstract:
A model for valuing both credit risk and interest risk in Italy's market for mortgage loans is presented.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
Mortgages, Analysis, Evaluation, Credit
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
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Subjects list: Methods, Italy, Risk assessment
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