Econometric modelling in finance and risk management: An overview

Risk Modelling and Management: An Overview

Deployment of Interpretive Structural Modelling Methodology in Supply Chain Management –An overview

Abstract Purpose-The purpose of this paper is to review a sample of the literature relating to Interpretive Structural Modelling (ISM) and its deployment for modelling purposes in the area of supply chain management (SCM). Design/methodology/approach- The literature is examined from the three perspectives. First, concept of ISM and examines ISM as modelling technique. Second, use of ISM by ...

Law and Finance in India – An Overview

The central role of legal reforms in sustaining economic growth and financial development is widely recognized in India. Exactly what elements of the legal system affect the financial system and how, are less clear. We review the recent literature on law and finance and assess the state of India’s legal and judicial system as well as that of its financial system, particularly relative to the re...

Modelling Risk Spillovers in Environmental Finance

Environmental issues have become increasingly important in economic research and policy for sustainable development. Such issues are tracked by the Dow Jones Sustainable Indexes (DJSI) through financial market indexes that are derived from the Dow Jones Global Indexes. The environmental sustainability activities of firms are assessed using criteria in three areas, namely economic, environmental...

Modelling of Default Risk: An Overview∗

The aim of these notes is to provide a relatively concise but still self-contained overview of mathematical notions and results which underpin the valuation of defaultable claims. Though the default risk modelling was extensively studied in numerous recent papers, it seems nonetheless that some of these papers lack a sound theoretical background. Our goal is to furnish results which cover both ...