Value at risk for derivatives
Lina el- Jahel, William Perraudin, and Peter Sellin
| Year of publication: |
1999
|
|---|---|
| Authors: | Jahel, Lina el ; Perraudin, William R. M. ; Sellin, Peter |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 6.1999, 3, p. 7-26
|
| Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Derivat | Derivative | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of derivatives |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001432480