Computational aspects of Value at Risk

  1. Ignacio Olmeda 1
  2. Germán Navarro
  1. 1 Universidad de Alcalá
    info

    Universidad de Alcalá

    Alcalá de Henares, España

    ROR https://ror.org/04pmn0e78

Book:
The VaR implementation handbook

Publisher: McGraw-Hill

ISBN: 9780071615136

Year of publication: 2009

Pages: 167-182

Type: Book chapter

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