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Risk aggregation and computation of total economic capital
Grundke, Peter - In: The VaR implementation handbook, (pp. 229-251). 2009
Persistent link: https://www.econbiz.de/10003827006
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Model risk in VaR calculations
Schaller, Peter - In: The VaR implementation handbook, (pp. 415-437). 2009
Persistent link: https://www.econbiz.de/10003827096
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Portfolio selection with transaction costs under expected shortfall contraints
Breuer, Thomas; Jandačka, Martin - In: Computational Management Science : CMS 5 (2008) 4, pp. 305-316
Persistent link: https://www.econbiz.de/10003758293
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Inherent risk : credit and market risks
Haron, Abdullah; Hock, John Lee Hin - In: Islamic finance : the regulatory challenge, (pp. 94-120). 2007
Persistent link: https://www.econbiz.de/10003440741
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Aggregating credit and market risk : the impact of model specification
Lucas, André; Verhoef, Bastiaan - 2012
Persistent link: https://www.econbiz.de/10010191011
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Tales from the unit interval : backtesting, forecasting and modeling
Nielsen, Thor Pajhede - 2017
Persistent link: https://www.econbiz.de/10011654061
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FRTB-CVA : Überarbeitung des Baseler CVA-Rahmenwerks
Büchel, Patrick; Schlener, Mario; Wittke, Manuel - In: Marktrisikoregulierung im Umbruch, (pp. 201-218). 2016
Persistent link: https://www.econbiz.de/10011596649
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Einführung in die Finanzstatistik : Marktrisiken verstehen und Modellparameter schätzen
Weißbach, Rafael - 2019
Persistent link: https://www.econbiz.de/10011961478
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Applied quantitative finance
Härdle, Wolfgang (ed.); Chen, Cathy Yi-Hsuan (ed.);  … - 2017 - Third edition
Persistent link: https://www.econbiz.de/10011607343