#Value at Risk

Explore probability theory in financial crises context, covering expected value, variance, covariance, and regression analysis. Learn about risk decomposition and the limitations of normal distribution assumptions in finance.

Explore the Great Recession's causes, from misused financial tools to government policy mistakes. Analyze risk management, mortgage markets, and economic decision-making in this insightful examination of the 2008 financial crisis.

Modernizing market risk management with open-source architecture: scaling calculations, accelerating model deployment, and improving risk management through hybrid cloud, DevSecOps, and event-driven architecture.

Explore advanced risk management techniques for option books using arbitrage-free neural-SDE market models, covering nonparametric modeling, inference, and hedging strategies with real-world applications.

Explore quantitative risk management through extremal bounds for risk measures, focusing on uncertainty in interdependence between risk factors and its impact on portfolio analysis.