Value at risk analysis of a leveraged swap
Sanjay Srivastava
| Year of publication: |
2002
|
|---|---|
| Authors: | Srivastava, Sanjay |
| Published in: |
Risk management : value at risk and beyond. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-78180-9. - 2002, p. 60-75
|
| Subject: | Risikomaß | Risk measure | Swap | Kapitalstruktur | Capital structure | Risikomanagement | Risk management | Risiko | Risk | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001689190