4744 results in Mathematical finance
Foreword
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Part One - History and Objectives
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27 - A Comprehensive Approach to Macroprudential Stress Testing
- from Part Five - Macroprudential Stress Testing
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8 - Stress Testing with Market Data
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25 - Accounting for Amplification Mechanisms in Bank Stress Test Models at the Bank of Canada
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3 - Fit for Purpose? The Evolving Role of Stress Testing for Financial Systems
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10 - Granular Data Offer New Opportunities for Stress Testing
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20 - Holistic Bank Regulation
- from Part Four - A Macroprudential Perspective on the Financial System
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9 - On Market-Based Approaches to the Valuation of Capital
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11 - Stress Test Disclosure: Theory, Practice, and New Perspectives
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12 - Stress Testing during Times of War
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Dedication
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Frontmatter
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1 - Introduction and Overview
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Contents
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- Stable Lévy Processes via Lamperti-Type Representations
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9 - Envelopes of positive self-similar Markov processes
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6 - Spatial fluctuations in one dimension
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14 - Spatial fluctuations and the unit sphere
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Dedication
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2 - Lévy processes
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