Sensitivity of VaR measures to different risk models

CiNii Available at 2 libraries

Bibliographic Information

Title
"Sensitivity of VaR measures to different risk models"
Statement of Responsibility
by F. Drudi, A. Generale and G. Majnoni
Publisher
  • Banca d'Italia
Publication Year
  • 1997
Book size
30 cm

Search this Book/Journal

Notes

Includes bibliographical references (p. [49]-50)

Related Books

See more

Details 詳細情報について

  • CRID
    1130000796118595968
  • NII Book ID
    BA34736434
  • Text Lang
    en
  • Country Code
    it
  • Title Language Code
    en
  • Place of Publication
    • Roma
  • Data Source
    • CiNii Books
Back to top