PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 'MANAGING CREDIT AND MARKET RISK. NEW TECHNIQUES FOR NEW SOURCES OF RISK' - Hedging a Portfolio of Derivative Securities: A Simulation Approach
Year of publication: |
2001
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Authors: | Tebaldi, Claudio |
Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 1940326. - Vol. 30.2001, 2, p. 257-280
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