Multi-factor risk models and their applications
Lev Dynkin: Jay Hyman
| Year of publication: |
2002
|
|---|---|
| Authors: | Dynkin, Lev ; Hyman, Jay |
| Published in: |
Interest rate, term structure, and valuation modeling. - Hoboken, N.J. : Wiley, ISBN 0-471-22094-9. - 2002, p. 241-294
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Risiko | Risk |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001734178