CRASH COURSES - Reducing VAR by modelling the effect of a market crash on a portfolio.
| Year of publication: |
1997
|
|---|---|
| Authors: | Hua, Philip ; Wilmott, Paul |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 10.1997, 6, p. 64-68
|