Expected Shortfall statt Value-at-Risk : neue Wege in der regulatorischen Messung des Marktrisikos
Rainer Baule; Christian Tallau
Year of publication: |
2012
|
---|---|
Authors: | Baule, Rainer ; Tallau, Christian |
Published in: |
Risiko-Manager. - Köln : Bank-Verl. Medien, ISSN 1861-9363, ZDB-ID 22176342. - 2012, 24, p. 1,6-11
|
Saved in:
Saved in favorites
Similar items by person
-
Stock Returns Following Large Price Changes and News Releases – Evidence from Germany
Baule, Rainer, (2016)
-
140 Jahre im historischen Vergleich : Krisen am deutschen Aktienmarkt
Baule, Rainer, (2010)
-
The pricing of path-dependent structured financial retail products : the case of bonus certificates
Baule, Rainer, (2011)
- More ...