✦ LIBER ✦
VaR for nonlinear financial instruments — linear approximation or full Monte Carlo?
✍ Scribed by Manuel Ammann; Christian Reich
- Book ID
- 107341436
- Publisher
- Springer US
- Year
- 2001
- Tongue
- English
- Weight
- 112 KB
- Volume
- 15
- Category
- Article
- ISSN
- 1555-4961
No coin nor oath required. For personal study only.