Multi-factor granularity adjustments for market and counterparty risks

Saved in:

Authors and Corporations:

Fermanian, Jean-David (Author), Florentin, Clément (Author)

Other Authors:

Florentin, Clément [Author]

Type of Resource:

E-Book

Language:

English

published:

[Palaiseau] Centre de recherche en economie et statistique [2016]

Series:

Subjects:

Granularity adjustments

value-at-risk

counterparty risk

market risk

elliptical distributions

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Centre de recherche en économie et statistique: Série des documents de travail