✦ LIBER ✦
Sensitivity analysis of VaR and Expected Shortfall for portfolios under netting agreements
✍ Scribed by Jean-David Fermanian; Olivier Scaillet
- Book ID
- 116614563
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 428 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0378-4266
No coin nor oath required. For personal study only.