FX volatility adjustment for risk factors simulation
Year of publication: |
2013
|
---|---|
Authors: | Kondratyev, Alexei |
Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 2136813-2. - Vol. 37.2013, p. 111-116
|
Subject: | Simulation | Volatilität | Volatility | Risiko | Risk | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory | Risikomaß | Risk measure |
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