Multi-factor granularity adjustments for market and counterparty risks

J-D.Fermanian, C.Florentin

Year of publication:	[2016]
Authors:	Fermanian, Jean-David ; Florentin, Clément
Publisher:	[Palaiseau] : Centre de recherche en economie et statistique
Subject:	Granularity adjustments \| value-at-risk \| counterparty risk \| market risk \| elliptical distributions \| Risikomaß \| Risk measure \| Kreditrisiko \| Credit risk \| Theorie \| Theory \| Risikomanagement \| Risk management \| Marktrisiko \| Market risk \| Risiko \| Risk \| Portfolio-Management \| Portfolio selection

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