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~person:"Scaillet, Olivier"
~person:"Wang, Ruodu"
~subject:"Risikomanagement"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
~type_genre:"Amtsdruckschrift"
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Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
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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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