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type_genre:"Lehrbuch"
~person:"Kunreuther, Howard"
~person:"Scaillet, Olivier"
~subject:"Kreditrisiko"
~type_genre:"Working Paper"
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Kreditrisiko
Risikomanagement
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Risk management
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Nichtparametrisches Verfahren
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Nonparametric statistics
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USA
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Lucas, André
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Jung, Hyeyoon
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Vries, Casper G. de
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Wijnbergen, Sweder van
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Franke, Günter
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Herbertsson, Alexander
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
3
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
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