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Market risk management : the concept of value-at-risk
Meegan, Conor - 1995
Persistent link: https://www.econbiz.de/10000549839
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Options positions : risk measurement and capital requirements
Estrella, Arturo (contributor) - 1994
Persistent link: https://www.econbiz.de/10000905447
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Market risk management : the concept of value-at-risk
Meegan, Conor - 1995
Persistent link: https://www.econbiz.de/10000911572
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Measuring value-at-risk for mortgage backed securities
Jakobsen, Svend - 1995
Persistent link: https://www.econbiz.de/10000922088
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Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia; Korn, Ralf - 1998
Persistent link: https://www.econbiz.de/10000682685
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Portfolio analysis based on the shortfall concept
Matthes, Rainer - In: Risk measurement, econometrics and neural networks : …, (pp. 147-160). 1998
Persistent link: https://www.econbiz.de/10001305356
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Handbuch Bankenaufsicht und interne Risikosteuerungsmodelle : Quantifizierung und Analyse von Risiken mit bankinternen Modellen, bankaufsichtliche Anforderungen
Eller, Roland (ed.); Gruber, Walter (ed.); Reif, Markus (ed.) - 1999 - 1. Auflage
Persistent link: https://www.econbiz.de/10001379221
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Parametrische Modelle zur Ermittlung des Value-at-Risk
Read, Oliver - 1998
Persistent link: https://www.econbiz.de/10001355558
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Value at risk for derivatives
Jahel, Lina El; Perraudin, William R. M.; Sellin, Peter - 1998
Persistent link: https://www.econbiz.de/10001355664
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Techniques for verifying the accuracy of risk measurement models
Kupiec, Paul H. - In: The journal of derivatives : the official publication … 3 (1995) 2, pp. 73-84
Persistent link: https://www.econbiz.de/10001223182