The Most General Methodology to Create a Valid Correlation Matrix for Risk Management and Option Pricing Purposes
Year of publication: |
2011
|
---|---|
Authors: | Rebonato, Riccardo |
Other Persons: | Jaeckel, Peter (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory | Korrelation | Correlation | Lineare Algebra | Linear algebra |
Extent: | 1 Online-Ressource (12 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 7, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1969689 [DOI] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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