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Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions
Dutta, Kabir K.; Babbel, David F. - Financial Institutions Center, Wharton School of Business - 2002
Persistent link: https://www.econbiz.de/10005742634
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Scenario analysis in the measurement of operational risk capital : a change of measure approach
Dutta, Kabir K.; Babbel, David F. - 2012
Persistent link: https://www.econbiz.de/10009689293
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Scenario analysis in the measurement of operational risk capital : a change of measure approach
Dutta, Kabir K.; Babbel, David F. - In: The journal of risk and insurance : the journal of the … 81 (2014) 2, pp. 303-334
Persistent link: https://www.econbiz.de/10010373213
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Scenario analysis in the measurement of operational risk capital : a change of measure approach
Dutta, Kabir K.; Babbel, David F. - 2010 - This version: September 24, 2010
Persistent link: https://www.econbiz.de/10010251475
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Extracting probabilistic information from the prices of interest rate options : tests of distributional assumptions
Dutta, Kabir K.; Babbel, David F. - In: The journal of business : B 78 (2005) 3, pp. 841-870
Persistent link: https://www.econbiz.de/10003050622
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On measuring skewness and kurtosis in short rate distributions : the case of the US dollar London Inter Bank Offer Rates
Dutta, Kabir K. (contributor); Babbel, David F. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685960
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Extracting probabilistic information from the prices of interest rate options : tests of distributional assumptions
Dutta, Kabir K. (contributor); Babbel, David F. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685962
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Scenario analysis in the measurement of operational risk capital : a change of measure approach
Dutta, Kabir K.; Babbel, David F. - 2010
Persistent link: https://www.econbiz.de/10003967562
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Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions
Dutta, Kabir K.; Babbel, David F. - In: The journal of business : B 78 (2005) 3, pp. 841-870
Persistent link: https://www.econbiz.de/10006014953
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Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach
Dutta, Kabir K.; Babbel, David F. - Weiss Center for International Financial Research, … - 2010
Operational risk is now increasingly being considered an important financial risk and has been gaining importance similar to market and credit risk. In particular, in the banking regulation for large financial institutions it is required that operational risk be separately measured. The capital...
Persistent link: https://www.econbiz.de/10010709673