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Value-at-risk trade-off and capital allocation with Copulas
Cherubini, Umberto; Luciano, Elisa - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 235-256
Persistent link: https://www.econbiz.de/10001603715
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Pricing and hedging credit derivatives with copulas
Cherubini, Umberto; Luciano, Elisa - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 2, pp. 219-241
Persistent link: https://www.econbiz.de/10001790788
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PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 'MANAGING CREDIT AND MARKET RISK. NEW TECHNIQUES FOR NEW SOURCES OF RISK' - Value at Risk Trade-off and Capital Allocation with Copulas
Cherubini, Umberto; Luciano, Elisa - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 235-256
Persistent link: https://www.econbiz.de/10006038516
Cover Image
Pricing and Hedging Credit Derivatives with Copulas
Cherubini, Umberto; Luciano, Elisa - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 2, pp. 219-242
Persistent link: https://www.econbiz.de/10006027113