Raunig, Burkhard; Scheicher, Martin - 2008
results
concerning this conjecture in are to our knowledge not available at present, however. Our first
objective is … �V
N, N-h
, �V
N-1, N-1-h
,…, �V
1,1-h
). This method is known as “Historical Simulation” in the
risk management …) Credit Derivatives Risk Management, Trading and Investment, Wiley
Finance, John Wiley and Sons.
K. Dowd (1998) Beyond value …