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subject:"Portfolio-Management"
subject:"Theorie"
~person:"Fermanian, Jean-David"
~subject:"Bank"
~subject:"Risk measure"
~type_genre:"Arbeitspapier"
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Fermanian, Jean-David
Broll, Udo
14
Vries, Casper G. de
14
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Daníelsson, Jón
12
Rochet, Jean-Charles
10
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Multi-factor granularity adjustments for market and counterparty risks
Fermanian, Jean-David
;
Florentin, Clément
-
2016
Persistent link: https://www.econbiz.de/10012196291
Saved in:
2
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
3
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
4
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
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