Modeling risk-weighted assets and the risk sensitivity of related capital requirements
Ernst Eberlein; Dilip Madan; Wim Schoutens
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010237932