Life after VaR
Phelim Boyle; Mary Hardy; Ton Vorst
| Year of publication: |
2005
|
|---|---|
| Authors: | Boyle, Phelim P. ; Hardy, Mary ; Vorst, Ton |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 13.2005, 1, p. 48-55
|
| Subject: | Risikomanagement | Risk management | Risikomaß | Risk measure |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003159545