Model Risk: A Conceptual Framework for RiskMeasurement and Hedging
Year of publication: |
2004-07-15
|
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Authors: | Branger, Nicole ; Schlag, Christian |
Institutions: | Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung |
Subject: | Hedging | Risikomanagement | risk management | Portfoliomanagement | portfolio management | Bayes-Regel |
Extent: | 192512 bytes 28 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; Market research ; Product policy ; Study of commerce ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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