Toward model value-at-risk : bespoke CDO tranches, a case study
Pierre Cohort; Pierre Emmanuel Levy dit Vehel; Fréd́eric Patras
| Year of publication: |
2013
|
|---|---|
| Authors: | Cohort, Pierre ; Levy dit Vehel, Pierre Emmanuel ; Patras, Frédéric |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 7.2013, 3, p. 21-34
|
| Subject: | Kreditderivat | Credit derivative | Risikomaß | Risk measure | Messung | Measurement | Modellierung | Scientific modelling | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Fallstudie ; Case study |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010480651