Financial Modeling

Using MATLAB for Risk Management

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Using MATLAB for Risk Management

Risk management professionals need to reduce model development time and develop and deploy transparent, stable, and easily upgradable applications. Learn how to use MATLAB® to develop risk control models, scale models based on application size, test according to regulatory requirements, and perform stress testing under various scenarios: √ The existing code examples show you how … Read more

Analysis of Option Models in Liquidity Discount Application

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Analysis of Option Models in Liquidity Discount Application

In September 2017, the China Asset Appraisal Association revised and issued new appraisal standards in accordance with the spirit and requirements of appraisal methods. Among them, Article 32 of the “Asset Appraisal Practice Standards – Enterprise Value” explicitly states that “where feasible, the differences in control and liquidity between the appraisal object and transaction cases, … Read more