Scenarios IV: Planning for Disasters and then Dealing with them: Wilmott Magazine Article – Bill Ziemba

In the aftermath of Katrina in 2005, Bill Ziemba discusses planning for the economic and financial effects of natural disasters.

Logged-in members can download the article by clicking the link below. To log in or register visit here.

Related Posts

Product Risk Classification What is the PRC? The product risk classification (PRC) is a risk indicator that is based on quantitative models. It allows us to compare the fi...
Order Statistics for Value at Risk Estimation and ... We apply order statistics to the setting of VaR estimation. Here techniques like historical and Monte Carlo simulation rely on using the k-th heaviest...
Building Your Wings on the Way Down: Wilmott Magaz... And while you’re at it, learn to play poker too. Ray Bradbury famously defined "living at risk" as jumping off a cliff and building your wings on t...
Derivatives Technology as a Matter of Survival How can banks survive the upcoming years? The traditional business model no longer works because: 1. Low/negative interest rates: Interest rate...
Opscore Web Service Two decades in the market have seen ITO33 firmly establish itself as the solution provider of choice for convertible bond specialists. This gold s...
American π: Piece of Cake? An American option can be exercised by its holder at any time he wishes, not just at the expiration date. Textbooks tell you that pricing it in the co...
Primer On Arbitrage And Asset Pricing: Wilmott Mag... Back to first principles… Leonard MacLean and Bill Ziemba Financial decision making is typically concerned with the amount of investment capital ...
Close Encounters Of The Third Order: Wilmott Magaz... Implied volatility approximations atop the Devil's Tower - Mike Staunton The 1977 science fiction movie Close Encounters of the Third Kind was writ...
110221_drz