Resource Center

• Overview
• White Papers
• Academic Papers
• Risk Measures
• Hedge Funds Risk and Replication
• Factor Identification and Modeling
• Time Series
• Portfolio Construction
• Option Pricing and Model Calibration
• Credit
• Other Research Papers by the Riskdata team

• Current VaR
• Technology
• Risk Ticker
• Flash Demo

Resource Center

White Papers

This section contains Riskdata's White Papers
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Academic Papers

This section contains references to articles both by Riskdata research department and by other authors. They are divided into categories relevant to quantitative finance and Riskdata models: Risk Measurement and Management, Hedge Funds Risks and Replication, Factor Models, Credit Modeling, Instrument Pricing and Model Calibration.
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“Much of what distinguishes modern economies from those of the past is the new ability to identify risk, to measure it, to appreciate its consequences, and to take action accordingly.”

Michel Crouhy, Dan Galai, and Robert Mark
The Essentials of Risk Management