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Market risk, value-at-risk and exponential weighting
Broll, Udo; Förster, Andreas - In: Economics and business review 8/22 (2022) 2, pp. 80-91
Persistent link: https://www.econbiz.de/10013369763
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Methoden zu Quantifizierung von Marktpreisrisiken : ein empirischer Vergleich
Auer, Michael - 2002
Persistent link: https://www.econbiz.de/10001681672
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The measurement of market risk : modelling of risk factors, asset pricing, and approximation of portfolio distributions
Moix, Pierre-Yves - 2000
Persistent link: https://www.econbiz.de/10001463922
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Value-at-Risk zur Marktrisikosteuerung und Eigenkapitalallokation
Johanning, Lutz - 1998
Persistent link: https://www.econbiz.de/10013427412
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Dependency modeling and value-at-risk forecasts for financial portfolios
Berger, Theo - 2013
Persistent link: https://www.econbiz.de/10013432837
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Messung von Zins-, Kredit- und operationellen Risiken
Wiedemann, Arnd - 2013 - 3., überarb. Aufl.
Persistent link: https://www.econbiz.de/10009758805
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Analysis of alternative methods of operational risk transfer across financial industry sectors
Pyć, Agnieszka - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003875160
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Risk model backtesting
Terzić, Ivica; Milojević, Marko - In: Ekonomika : međunarodni časopis za ekonomsku teoriju … 62 (2016) 1, pp. 151-162
Persistent link: https://www.econbiz.de/10011483358
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A use of Black-Scholes model in market risk
Xidonas, Panos; Kountzakis, Christos E.; Hassapis, Christis - In: International journal of financial engineering and risk … 2 (2016) 3, pp. 200-210
Persistent link: https://www.econbiz.de/10011778846