Life after VaR
| Year of publication: |
2005
|
|---|---|
| Authors: | Boyle, Phelim ; Hardy, Mary ; Vorst, Ton |
| 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. 13.2005, 1, p. 48-55
|