An Overview of Value at Risk
| Year of publication: |
1997
|
|---|---|
| Authors: | Duffie, Darrell ; Pan, Jun |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 4.1997, 3, p. 7-49
|