FIRST SANTANDER FINANCIAL ENGINEERING SCHOOL: MATERIALS

Documents

Backtesting of Financial Risk Models
Alexander McNeil
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XVA Analysis I
Stéphane Crépey
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Models for Dependent Risks Using Copulas
Alexander McNeil
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 XVA Analysis II
Stéphane Crépey
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Econometric Studies of Crypto Asset Markets
Carol Alexander
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Trading and Hedging Bitcoin Volatility
Carol Alexander
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