Measuring value-at-risk for mortgage backed securities
Svend Jakobsen
| Year of publication: |
1995
|
|---|---|
| Authors: | Jakobsen, Svend |
| Publisher: |
°Arhus |
| Subject: | Hypothek | Mortgage | Risikomaß | Risk measure | Asset-Backed Securities | Asset-backed securities | Messung | Measurement | Portfolio-Management | Portfolio selection | Wertpapier | Securities |
| Extent: | 18, 6 S. : graph. Darst |
|---|---|
| Series: | Working paper. - Århus : [Institut for Finansiering og Kreditvaesen, Handelshøjskolen i Århus], ISSN 0907-6883, ZDB-ID 2941245-6. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000922088