Harvard Business School7 年
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability
Gray, Dale F., Robert C. Merton, and Zvi Bodie. "New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability." NBER Working Paper Series, No. 13607, November 2007.
Harvard Business School7 年
Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework
Gray, Dale F., Robert C. Merton, and Zvi Bodie. "Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework." In Financial Stability ...
lse4 年
The Foundations of Interest Rate and Credit Risk Theory
the modelling of the market price of risk and the discount bond volatility structure, which gives rise to the Heath-Jarrow-Morton (HJM) framework. The course then expands on the theory of interest ...
Analytics Insight15 小时
Innovating Secure Cloud Migrations: A New Framework for Success
The transition from traditional data centers to cloud environments marks a pivotal moment in enterprise IT. However, with this transformation comes an intricate ...
lse3 年
The Foundations of Interest Rate and Credit Risk Theory
the modelling of the market price of risk and the discount bond volatility structure, which gives rise to the Heath-Jarrow-Morton (HJM) framework. The course then expands on the theory of interest ...