Financial crisis: estimating the risk of assets in balance
Giovanni Barone-Adesi; Giuseppe Corvasce
| Year of publication: |
2009
|
|---|---|
| Authors: | Barone-Adesi, Giovanni ; Corvasce, Giuseppe |
| Publisher: |
Genève : Swiss Finance Inst. |
| Subject: | Optionspreistheorie | Option pricing theory | Risikomaß | Risk measure | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Welt | World | 1975-2009 |
| Extent: | Online-Ressource (PDF-Datei: 33 S.) graph. Darst. |
|---|---|
| Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. 09,21 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003970456