A coherent aggregation framework for stress testing and scenario analysis
Jan Kwiatkowski & Riccardo Rebonato
| Year of publication: |
2011
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|---|---|
| Authors: | Kwiatkowski, Jan ; Rebonato, Riccardo |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 18.2011, 1/2, p. 139-154
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| Subject: | Szenariotechnik | Scenario analysis | Aggregation | Risikomanagement | Risk management | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009155487