Narrow search
Showing 1 - 7 of 7
Cover Image
Long-term banking relationships in general equilibrium
Gibson, Michael S. - 1993
Persistent link: https://www.econbiz.de/10000873716
Cover Image
The implications of risk management information systems for the organisation of financial firms
Gibson, Michael S. - 1998
Persistent link: https://www.econbiz.de/10001351158
Cover Image
Incorporating event risk into Value-at-Risk
Gibson, Michael S. - 2001
Persistent link: https://www.econbiz.de/10001573187
Cover Image
Pitfalls in tests for changes in correlations
Boyer, Brian H.; Gibson, Michael S.; Loretan, Mico - 1997
Persistent link: https://www.econbiz.de/10000645979
Cover Image
Evaluating forecasts of correlation using option pricing
Gibson, Michael S.; Boyer, Brian H. - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 18-38
Persistent link: https://www.econbiz.de/10001355577
Cover Image
Improving grid-based methods for estimating value at risk of fixed-income portfolios
Gibson, Michael S.; Pritsker, Matthew - 2000
Persistent link: https://www.econbiz.de/10001486259