Monetary Measurement of Risk : A Critical Overview - Part I: General Definitions and Value-at-Risk
| Year of publication: |
2015
|
|---|---|
| Authors: | Lecesne, Lionel |
| Other Persons: | Roncoroni, Andrea (contributor) |
| Publisher: |
[2015]: [S.l.] : SSRN |
| Subject: | Risikomaß | Risk measure | Messung | Measurement | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management |
| Description of contents: |
We develop a self-contained pedagogical introduction to monetary measures of risk. This part deals with general definitions and a treatment of Value-at-Risk
|
| Extent: | 1 Online-Ressource (8 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 3, 2013 erstellt |
| Other identifiers: | 10.2139/ssrn.2689131 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013012269