Value at risk
Year of publication: |
2010
|
---|---|
Authors: | Gouriéroux, Christian ; Jasiak, Joann |
Published in: |
Tools and techniques. - Amsterdam : Elsevier, NH (North-Holland is an imprint of Elsevier), ISBN 978-0-444-50897-3. - 2010, p. 553-615
|
Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Kreditrisiko | Credit risk | Messung | Measurement |
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