Value at risk : the new benchmark for controlling market risk
Year of publication: |
1997
|
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Authors: | Jorion, Philippe |
Publisher: |
Chicago, Mass. [u.a.] : Irwin |
Subject: | Derivat <Wertpapier> | Risiko | Messung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Pricing credit linked financial instruments : theory and empirical evidence
Schmid, Bernd, (2002)
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Aspects of term structure modelling : implementation and default risk
Schlögl, Lutz, (2001)
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Bewertung von Kreditrisiken : empirische Untersuchungen am Schweizer Kapitalmarkt
Henn, Jacqueline, (2001)
- More ...
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The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto, (1988)
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A multi-country comparison of term structure forecasts at long horizons
Jorion, Philippe, (1991)
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The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto, (1988)
- More ...