CrashMetrics
Year of publication: |
2002
|
---|---|
Authors: | Hua, Philip ; Wilmott, Paul |
Published in: |
New directions in mathematical finance. - Chichester : Wiley, ISBN 0-471-49817-3. - 2002, p. 153-167
|
Subject: | Wissenschaftliche Methode | Scientific method | Entwicklungshilfe | Development aid | Entwicklungsorganisation | Development organization | Sowjetunion | USSR | Deutschland | Germany |
-
(1992)
-
(1992)
-
(1992)
- More ...
-
Modelling market crashes : the worst-case scenario
Hua, Philip, (1999)
-
Value-at-risk and market crashes
Hua, Philip, (1999)
-
Crash modelling, value at risk and optimal hedging
Hua, Philip, (1999)
- More ...