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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Scaillet, Olivier"
~person:"Wang, Ruodu"
~subject:"Risikomanagement"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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Risikomanagement
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Scaillet, Olivier
Wang, Ruodu
Gouriéroux, Christian
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Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
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2000
Persistent link: https://www.econbiz.de/10001470592
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Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
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2003
Persistent link: https://www.econbiz.de/10001812434
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