Quantification of spread risk by means of historical simulation
Christoph Frisch and Germar Knöchlein
| Year of publication: |
2002
|
|---|---|
| Authors: | Frisch, Christoph ; Knöchlein, Germar |
| Published in: |
Applied quantitative finance : theory and computational tools. - Berlin : Springer, ISBN 3-540-43460-7. - 2002, p. 51-83
|
| Subject: | Simulation | Risiko | Risk | Theorie | Theory | Risikomaß | Risk measure | Risikomanagement | Risk management | Risikoprämie | Risk premium |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001749973