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Links
 RiskMetrics
Group
The RiskMetrics Group is the Benchmark for Financial
RiskManagement. Its industry-leading products include RiskManager
for Market Risk Management, CreditManager
for CreditRisk Management, and DataMetrics
for RiskManagement data. Its products are based on its
methodologies, RiskMetrics,
CreditMetrics,
and CorporateMetrics.
Contingency Analysis
Here you will find over 1,000 pages of information on financial
risk management. Topics include: value
at risk, derivative
instruments, credit
risk and financial
engineering.
GARP
The Global Association of Risk Professionals
(GARP) is a not-for-profit, independent organization of
financial risk management practitioners and researchers.
Risk
Theory
This site is place where beginners may catch
the idea what is all that risk buzz about, to supply students
with teaching materials and to involve professionals into
intensive discussion on relevant topics.
Sam L.
Savage
Professor of the Stanford University and
author of "INSIGHT.xla
Business Analysis Software for Microsoft Excel "
that covers the application in the business of such tools as:
- Monte Carlo Simulation
- Discrete Event Simulation
- Time Series Analysis
- Decision Trees
- Markov Chains
- Numerous forms of Optimization
This package includes Excel
Add-ins and templates. The chapter corresponding to
MonteCarlo Simulation and the software used in it, are freely
available in AnalyCorp,
you just must enter some few data.
Roger
Myerson
Professor of the Kellogg Graduate School of
Management at Northwestern
University, and designer, among others softwares, of Simtools.xla.
It adds to Excel
statistical functions and procedures for doing Monte Carlo
simulation and risk analysis in spreadsheets. The software is
Excellent and freeware. Also, you should see the
courses, with all material available on Internet.
Eric Falkenstein
In their page interesting works are published
about Credit Risk. He is the author of the C - Score, a
multidiscriminate tool that allows to qualify to medium and
small North American companies, by means of the use of
different ratios.
Value at Risk
Resources
If you it looks for material about Value in
Risk - VaR - , here, surely, you will find much of all that
exists on the topic; Published
Papers, Working
Papers, Software
and much more.
Anthony
Sun
This page provides examples in Visual Basic
for Excel,
among others, on the following topics:
Financial
Engineering News
Financial Engineering News is the bi-monthly
newspaper of financial engineering. It examines and
celebrates the use of financial instruments to solve problems
and exploit opportunities. It explores the use of
quantitative methods and computer technology in finance. It
is available by subscription only. Free subscriptions are
available to qualified individuals.
Don
M. Chance
Director of the Doctoral Program, Department
of Finance Pamplin College of
Business Virginia Tech.
He has published in Internet Class
Materials , Software and Teaching Notes, which are short
technical essays on various topics.
CreditRisk +
Presented in society October 14 1997 on the
part of Credit Suisse Financial Product is a methodology to
measure and to manage the Credit Risk in the context of a
portfolio.
NOTE: This page is not available, but if you
want to view the CREDITRISK+ document and the CREDITRISK+
example spreadsheet you just e-mail me.
A comparison among CreditRisk + y CreditMetrics
is available here.
Simon
Benninga
Professor of Finance, Faculty of Management,
Tel-Aviv University, Israel, since 1977 he has been
associated with the Wharton School of the University of
Pennsylvania in various positions (mostly visiting). He has
published a lot of material on Internet about Valuation
and Financial
Modeling, among others.
William
F. Sharpe
Novel Laureate in the year 1990 and professor
of the Stanford University.
He has publised on Internet a lot of and excellent material,
among them Macro
Investment Analysis, not still concluded.
Finance
Site List
These web links are placed here for those
interested in understanding and teaching financial ideas. The
site is maintained by the Journal
of Finance. It contains links to Other
Journals, Institutional
Working Paper Sites, Personal
Working Paper Sites, Asset
Pricing & Investments y Derivatives,
among others.
Huijun's
Home Page
In this page you should visit the link Free
Softwares Developed by Me .
Damodaran
On Line
Here you will find out Spreadsheet,
New
Data, Working
Papers, Class
Material . They will allow you to know tools and
approaches for pricing any asset.
KMV
KMV has two main product areas: measurement
of credit risk, using the EDF™
credit measure, and portfolio management tools. Within each
of these areas, they offer software products that integrate
data and analytics.
Richard B. Hoppe
Here you will find out an unlike point of
view about Risk Management. El Dr. Hoppe is a critic of the
use of mathematics models for measuring the Risk.
The Credit
Risk Resources
If you need material about Credit Risk, it is
a place, although not very updated, that has it.
Credit
Derivatives
The development of credit derivatives is a
logical extension of two of the most significant developments
of our present times: securitization, and derivatives. Here,
you will find out a lot of material about them.
Welcome to Credit
Risk
If you need material about Credit Risk, it is
a place where you will find it.
CMRA
CMRA is a pre-eminent financial advisory firm
specializing in risk management, valuation, capital markets
strategy, and independent risk assessment for all sectors of
the capital markets. CMRA and its predecessor firms
have played an integral role in the evolution of derivatives,
structured securities and risk management for more than ten
year.
Última revisión: 05 de Mayo de 2002
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