Improving grid-based methods for estimating value-at-risk of fixed-income portfolios

Michael S. Gibson, Matthew Pritsker

Year of publication:	2004
Authors:	Gibson, Michael S. ; Pritsker, Matthew
Published in:	Innovations in risk management : seminal papers from the Journal of Risk. - London : Risk Books, ISBN 1-904339-28-X. - 2004, p. 149-177
Subject:	Portfolio-Management \| Portfolio selection \| Risikomaß \| Risk measure \| Anleihe \| Bond \| Schätzung \| Estimation \| Schätztheorie \| Estimation theory

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