Find Flashcards
Make Flashcards
Why It Works
More
Educators
Businesses
Academy
About

Log In
Get Started

Brainscape's Knowledge Genome^TM

Browse over 1 million classes created by top students, professors, publishers, and experts.

Entrance Exams
Professional Certifications
Foreign Languages
Medical & Nursing
Science
English
Humanities & Social Studies
Mathematics
Law
Vocations
Health & Fitness
Business & Finance
Technology & Engineering
Food & Beverage
Fine Arts
Random Knowledge

See full index

A214/CM2 (Loss Reserving & Financing Engineering) > Chapter 17 - Credit risk > Flashcards

Chapter 17 - Credit risk Flashcards

Study These Flashcards

A214/CM2 (Loss Reserving & Financing Engineering) (19 decks)

Chapter 1 - Efficient Market Hypothesis

Chapter 2 - Utility Theory

Chapter 3 - Measures of investment risk

Chapter 4 - Portfolio Theory

Chapter 5 - Models of asset returns

Chapter 6 - Asset pricing models

Chapter 7 - Brownian motion & martingales

Chapter 8 - Stochastic calculus & Ito processes

Chapter 9 - Stochastic models of security prices

Chapter 10 - Characteristics of derivative securities

Chapter 11 - The Greeks

Chapter 12 - Binomial model

Chapter 13 - Black-Scholes option pricing formula

Chapter 14 - 5-step method in discrete time

Chapter 15 - 5-step method in continuous time

Chapter 16 - Term structure of interest rates

Chapter 17 - Credit risk

Chapter 18 - Ruin theory

Chapter 19 - Run-off triangles

Key Links
Subjects
Company
- About Us
- Earn Money!
- Academy
- Swag Shop
- Contact
- Terms
- Podcasts
- Careers
Find Us

Brainscape helps you reach your goals faster, through stronger study habits.
© 2024 Bold Learning Solutions. Terms and Conditions