Search results for Mathematical finance

4 - Why Banks Failed the Stress Test: A Progress Report on Stress Testing 10 Years On
from Part One - History and Objectives
- By Nicola Anderson, Alex Brazier, Andrew Haldane, Paul Nahai-Williamson, Amar Radia
Edited by J. Doyne Farmer, University of Oxford, Alissa M. Kleinnijenhuis, Til Schuermann, Thom Wetzer, University of Oxford
Book:

Handbook of Financial Stress Testing

Published online:

25 February 2022

Print publication:

14 April 2022, pp 47-74
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Foreword
Edited by J. Doyne Farmer, University of Oxford, Alissa M. Kleinnijenhuis, Til Schuermann, Thom Wetzer, University of Oxford
Book:

Handbook of Financial Stress Testing

Published online:

25 February 2022

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14 April 2022, pp xv-xviii
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Part One - History and Objectives
Edited by J. Doyne Farmer, University of Oxford, Alissa M. Kleinnijenhuis, Til Schuermann, Thom Wetzer, University of Oxford
Book:

Handbook of Financial Stress Testing

Published online:

25 February 2022

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14 April 2022, pp 7-8
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27 - A Comprehensive Approach to Macroprudential Stress Testing
from Part Five - Macroprudential Stress Testing
- By Anthony Bousquet, Jérôme Henry, Dawid Żochowski
Edited by J. Doyne Farmer, University of Oxford, Alissa M. Kleinnijenhuis, Til Schuermann, Thom Wetzer, University of Oxford
Book:

Handbook of Financial Stress Testing

Published online:

25 February 2022

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14 April 2022, pp 557-592
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8 - Stress Testing with Market Data
from Part Two - Inputs and Outputs
- By Robert Engle
Edited by J. Doyne Farmer, University of Oxford, Alissa M. Kleinnijenhuis, Til Schuermann, Thom Wetzer, University of Oxford
Book:

Handbook of Financial Stress Testing

Published online:

25 February 2022

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14 April 2022, pp 142-161
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25 - Accounting for Amplification Mechanisms in Bank Stress Test Models at the Bank of Canada
from Part Five - Macroprudential Stress Testing
- By Grzegorz Hałaj, Virginie Traclet
Edited by J. Doyne Farmer, University of Oxford, Alissa M. Kleinnijenhuis, Til Schuermann, Thom Wetzer, University of Oxford
Book:

Handbook of Financial Stress Testing

Published online:

25 February 2022

Print publication:

14 April 2022, pp 484-510
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3 - Fit for Purpose? The Evolving Role of Stress Testing for Financial Systems
from Part One - History and Objectives
- By Udaibir Das, Kieran Dent, Miguel Segoviano
Edited by J. Doyne Farmer, University of Oxford, Alissa M. Kleinnijenhuis, Til Schuermann, Thom Wetzer, University of Oxford
Book:

Handbook of Financial Stress Testing

Published online:

25 February 2022

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14 April 2022, pp 32-46
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10 - Granular Data Offer New Opportunities for Stress Testing
from Part Two - Inputs and Outputs
- By Cees Ullersma, Iman van Lelyveld
Edited by J. Doyne Farmer, University of Oxford, Alissa M. Kleinnijenhuis, Til Schuermann, Thom Wetzer, University of Oxford
Book:

Handbook of Financial Stress Testing

Published online:

25 February 2022

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14 April 2022, pp 185-207
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20 - Holistic Bank Regulation
from Part Four - A Macroprudential Perspective on the Financial System
- By Charles A. E. Goodhart
Edited by J. Doyne Farmer, University of Oxford, Alissa M. Kleinnijenhuis, Til Schuermann, Thom Wetzer, University of Oxford
Book:

Handbook of Financial Stress Testing

Published online:

25 February 2022

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14 April 2022, pp 370-380
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9 - On Market-Based Approaches to the Valuation of Capital
from Part Two - Inputs and Outputs
- By Natasha Sarin, Lawrence H. Summers
Edited by J. Doyne Farmer, University of Oxford, Alissa M. Kleinnijenhuis, Til Schuermann, Thom Wetzer, University of Oxford
Book:

Handbook of Financial Stress Testing

Published online:

25 February 2022

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14 April 2022, pp 162-184
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11 - Stress Test Disclosure: Theory, Practice, and New Perspectives
from Part Two - Inputs and Outputs
- By Itay Goldstein, Yaron Leitner
Edited by J. Doyne Farmer, University of Oxford, Alissa M. Kleinnijenhuis, Til Schuermann, Thom Wetzer, University of Oxford
Book:

Handbook of Financial Stress Testing

Published online:

25 February 2022

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14 April 2022, pp 208-223
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12 - Stress Testing during Times of War
from Part Two - Inputs and Outputs
- By Kathryn Judge
Edited by J. Doyne Farmer, University of Oxford, Alissa M. Kleinnijenhuis, Til Schuermann, Thom Wetzer, University of Oxford
Book:

Handbook of Financial Stress Testing

Published online:

25 February 2022

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14 April 2022, pp 224-244
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Dedication
Edited by J. Doyne Farmer, University of Oxford, Alissa M. Kleinnijenhuis, Til Schuermann, Thom Wetzer, University of Oxford
Book:

Handbook of Financial Stress Testing

Published online:

25 February 2022

Print publication:

14 April 2022, pp v-vi
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Frontmatter
Edited by J. Doyne Farmer, University of Oxford, Alissa M. Kleinnijenhuis, Til Schuermann, Thom Wetzer, University of Oxford
Book:

Handbook of Financial Stress Testing

Published online:

25 February 2022

Print publication:

14 April 2022, pp i-iv
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1 - Introduction and Overview
- By J. Doyne Farmer, Alissa M. Kleinnijenhuis, Til Schuermann, Thom Wetzer
Edited by J. Doyne Farmer, University of Oxford, Alissa M. Kleinnijenhuis, Til Schuermann, Thom Wetzer, University of Oxford
Book:

Handbook of Financial Stress Testing

Published online:

25 February 2022

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14 April 2022, pp 1-6
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Contents
Andreas E. Kyprianou, University of Bath, Juan Carlos Pardo
Book:

Stable Lévy Processes via Lamperti-Type Representations

Published online:

16 March 2022

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07 April 2022, pp vii-xi
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9 - Envelopes of positive self-similar Markov processes
Andreas E. Kyprianou, University of Bath, Juan Carlos Pardo
Book:

Stable Lévy Processes via Lamperti-Type Representations

Published online:

16 March 2022

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07 April 2022, pp 227-251
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6 - Spatial fluctuations in one dimension
Andreas E. Kyprianou, University of Bath, Juan Carlos Pardo
Book:

Stable Lévy Processes via Lamperti-Type Representations

Published online:

16 March 2022

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07 April 2022, pp 153-182
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14 - Spatial fluctuations and the unit sphere
Andreas E. Kyprianou, University of Bath, Juan Carlos Pardo
Book:

Stable Lévy Processes via Lamperti-Type Representations

Published online:

16 March 2022

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07 April 2022, pp 351-382
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Dedication
Andreas E. Kyprianou, University of Bath, Juan Carlos Pardo
Book:

Stable Lévy Processes via Lamperti-Type Representations

Published online:

16 March 2022

Print publication:

07 April 2022, pp v-vi
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Mathematical finance

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4745 results in Mathematical finance

4 - Why Banks Failed the Stress Test: A Progress Report on Stress Testing 10 Years On

Foreword

Part One - History and Objectives

27 - A Comprehensive Approach to Macroprudential Stress Testing

8 - Stress Testing with Market Data

25 - Accounting for Amplification Mechanisms in Bank Stress Test Models at the Bank of Canada

3 - Fit for Purpose? The Evolving Role of Stress Testing for Financial Systems

10 - Granular Data Offer New Opportunities for Stress Testing

20 - Holistic Bank Regulation

9 - On Market-Based Approaches to the Valuation of Capital

11 - Stress Test Disclosure: Theory, Practice, and New Perspectives

12 - Stress Testing during Times of War

Dedication

Frontmatter

1 - Introduction and Overview

Contents

9 - Envelopes of positive self-similar Markov processes

6 - Spatial fluctuations in one dimension

14 - Spatial fluctuations and the unit sphere

Dedication

Mathematical finance

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Refine search

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4745 results in Mathematical finance