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Credit risk und Value-at-Risk-Alternativen : Herausforderungen für das risk management
Oehler, Andreas, (1998)
The value at risk reference : key issues in the implementation of market risk
Danielsson, Jon, (2007)
Measuring market risk
Dowd, Kevin, (2002)
Exponential Growth of Fixed-Mix Strategies in Stationary Asset Markets
Dempster, Michael A. H., (2002)
Mathematics of derivative securities
Dempster, Michael A. H., (1997)
Quantitative fund management
Dempster, Michael A. H., (2009)