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1 Feb 2013 Porfolio analysis with MATLAB using the Black-Litterman model

Resources, code and guidance for practitioners using the Black-Litterman model in MATLAB

Contributed by: Steve Wilcockson
analyze risk, asset alloc..., black-litte..., computation..., financial s... 146 1
9 Mar 2010 Basel II Compliance and Risk Management Analysis: Calculating Economic Capital

Marco Folpmers, Capgemini, presents credit risk models that enable compliance with Basel II

Contributed by: Linda Webb
basel ii, economic ca..., interest ra..., correlation..., credit risk 263 1

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