Modeling risk-weighted assets and the risk sensitivity of related capital requirements
Year of publication: |
2013
|
---|---|
Authors: | Eberlein, Ernst ; Madan, Dilip B. ; Schoutens, Wim |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 16.2013, 2, p. 3-23
|
Subject: | Risikomaß | Risk measure | Kapitalbedarf | Capital requirements | Optionspreistheorie | Option pricing theory | Geld-Brief-Spanne | Bid-ask spread |
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