Value-at-risk-Schätzung bei Optionen : ein empirischer Vergleich praxisüblicher Verfahren
Year of publication: |
2002
|
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Authors: | Steiner, Manfred ; Wenninger, Christian ; Willinsky, Christian |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 16.2002, 1, p. 69-87
|
Subject: | Risikomaß | Risk measure |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | German |
Notes: | In: Financial markets and portfolio management |
Source: | ECONIS - Online Catalogue of the ZBW |
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