Multi-factor granularity adjustments for market and counterparty risks

Bibliographic Details

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:	Centre de recherche en économie et statistique: Série des documents de travail ; no. 2016, 35
Subjects:	Granularity adjustments value-at-risk counterparty risk market risk elliptical distributions Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen