Systemic contingent claim analysis : a model approach to systemic risk
Dale F. Gray and Andreas A. Jobst
| Year of publication: |
2011
|
|---|---|
| Authors: | Gray, Dale ; Jobst, Andreas A. |
| Published in: |
Managing risk in the financial system. - Cheltenham [u.a.] : Elgar, ISBN 978-0-85793-381-2. - 2011, p. 93-110
|
| Subject: | Systemrisiko | Systemic risk | Finanzsektor | Financial sector | Optionspreistheorie | Option pricing theory | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009243278