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~institution:"Keleti Károly Gazdasági Kar, Óbudai Egyetem"
~institution:"London School of Economics and Political Science"
~language:"eng"
~subject:"Super-replication"
~type:"article"
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Super-replication
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Considine, Jill
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Keleti Károly Gazdasági Kar, Óbudai Egyetem
London School of Economics and Political Science
Goldman, Sachs & Co. <New York, NY>
1
New York Clearinghouse Association
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UBS AG <Zürich
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London School of Economics and Political Science - Publications
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FRBNY ECONOMIC POLICY REVIEW / OCTOBER 1998, 131-136
1
FRBNY ECONOMIC POLICY REVIEW / OCTOBER 1998, 171-182
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USB Cologne (business full texts)
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Pilot Exercise—Pre-Commitment Approach to Market Risk
Considine, Jill
-
New York Clearinghouse Association
;
London School of …
-
1998
for establishingthe capital adequacy of a trading
business
forregulatory purposes. When properly structured andrefined, it …
Persistent link: https://www.econbiz.de/10005870078
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2
Building a Coherent Risk Measurement and Capital Optimisation Model for Financial Firms
Shepheard-Walwyn, Tim
;
Litterman, Robert
-
UBS AG <Zürich
;
Goldman, Sachs & Co. <New York, NY>
;
…
-
1998
into a firm’s own methodology for allocatingrisk capital to its individual
business
units and for determiningits optimal …
Persistent link: https://www.econbiz.de/10005870082
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