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A fully integrated liquidity and market risk model
Meucci, Attilio - In: Financial analysts' journal : FAJ 68 (2012) 6, pp. 94-105
Persistent link: https://www.econbiz.de/10009680546
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Neither "normal" nor "lognormal" : modeling interest rates across all regimes
Meucci, Attilio; Loregian, Angela - In: Financial analysts' journal : FAJ 72 (2016) 3, pp. 68-82
Persistent link: https://www.econbiz.de/10011688084
Cover Image
A Fully Integrated Liquidity and Market Risk Model
Meucci, Attilio - In: Financial analysts' journal : FAJ 68 (2012) 6, pp. 94-105
Persistent link: https://www.econbiz.de/10010053750