FX volatility adjustment for risk factors simulation
Alexei Kondratyev
| Year of publication: |
2013
|
|---|---|
| Authors: | Kondratyev, Alexei |
| Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 2136813-2. - Vol. 37.2013, p. 111-116
|
| Subject: | Volatilität | Volatility | Simulation | Risiko | Risk | Theorie | Theory | Portfolio-Management | Portfolio selection |
| 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/10010341539