Testing expected shortfall models for derivative positions

by Jeroen Kerkhof ...

Year of publication:	Mar. 2003 ; [Elektronische Ressource]
Other Persons:	Kerkhof, Jeroen (contributor) ; Melenberg, Bertrand (contributor) ; Schumacher, Hans (contributor)
Institutions:	Center for Economic Research <Tilburg> (contributor)
Publisher:	Tilburg : Center for Economic Research
Subject:	Derivat \| Derivative \| Risikomanagement \| Risk management \| Theorie \| Theory \| Risikomaß \| Risk measure

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