Market risk
| Year of publication: |
2003
|
|---|---|
| Authors: | Saunders, Anthony ; Cornett, Marcia M. |
| Published in: |
International finance and accounting handbook. - Hoboken, NJ : John Wiley, ISBN 0-471-22921-0. - 2003, p. 8.1.-8.26
|
| Subject: | Marktrisiko | Market risk | Risiko | Risk | Risikomanagement | Risk management | Volatilität | Volatility | Theorie | Theory |
-
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander, (2021)
-
An evaluation and comparison of Value at Risk and Expected Shortfall
Burdorf, Tom, (2018)
-
Measuring dynamic market risk charge for market risks
Rahim, Norhana Abd., (2013)
- More ...
-
Financial markets and institutions
Saunders, Anthony, (2022)
-
Financial markets and institutions
Saunders, Anthony, (2019)
-
Financial institutions management : a risk management approach
Saunders, Anthony, (2020)
- More ...