Special issue on Statistical and computational problems in risk management : VaR and beyond VaR ; [Seminar on "Statistical and Computational Problems in Risk Management: VaR and Beyond VaR", co-sponsored by the University of Roma "La Sapienza" ..., took place on 14 - 16. June 2001 ...]
ed. by Giorgio P. Szegö
| Alternative title: | Statistical and computational problems in risk management |
|---|---|
| Year of publication: |
2002
|
| Other Persons: | Szegö, Giorgio P. (contributor) |
| Institutions: | Seminar on Statistical and Computational Problems in Risk Management: VaR and Beyond VaR <2001, Rom> (contributor) ; Università degli studi di Roma "La Sapienza" (contributor) |
| Publisher: |
Amsterdam [u.a.] : Elsevier |
| Subject: | Risikomaß | Risk measure |
| Extent: | S. 1247 - 1561 graph. Darst |
|---|---|
| Series: | Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 26.2002,7 |
| Conferences: | Seminar on Statistical and Computational Problems in Risk Management: VaR and Beyond VaR ; (Roma) : 2001.06.14-16 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Konferenzschrift ; Conference proceedings ; Sammelwerk ; Collection of articles of several authors ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Enth. 15 Beitr. |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001688378