Market risk and model risk for a financial institution writing options
Year of publication: |
1998
|
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Authors: | Figlewski, Stephen ; Green, Tracy Clifton |
Publisher: |
New York, NY |
Subject: | Optionspreistheorie | Option pricing theory | Risiko | Risk | Bankrisiko | Bank risk | Risikomanagement | Risk management | Finanzmarkt | Financial market | Marktrisiko | Market risk |
Extent: | 25, [14], 26 S |
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Series: | Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business. - New York, NY, ZDB-ID 2263055-7. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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