Risk

Wilmott Inner Circle

You Can’t Always Get What You Want – Estimating the Value at Risk from Historical Data with Limited Statistics – Björn Naundorf, Jörg Raufeisen, Christoph Bennemann & Frederik Herzberg

28 September 2012 Editor Comments Off on You Can’t Always Get What You Want – Estimating the Value at Risk from Historical Data with Limited Statistics – Björn Naundorf, Jörg Raufeisen, Christoph Bennemann & Frederik Herzberg
You’ve just tried to access content that is only available to WILMOTT INNER CIRCLE members! Membership of WIC is a simple, free, upgrade to ordinary membership of wilmott.com. All we need is a bit more personal […]
Paul's Blog

Bankers Can’t Avoid Risk by Hiding It

9 November 2011 Paul Comments Off on Bankers Can’t Avoid Risk by Hiding It
(A version of this was first published on Bloomberg.com on May 24, 2011.) One of the supposed silver linings of our recent economic disaster was the idea that we finally understood how hazardous our exotic […]