A fully integrated liquidity and market risk model
Year of publication: |
2012
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Authors: | Meucci, Attilio |
Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 68.2012, 6, p. 94-105
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Subject: | Risiko | Risk | Liquidität | Liquidity | Finanzmarkt | Financial market | USA | United States | Risikomanagement | Risk management | Theorie | Theory |
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