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~isPartOf:"Journal of banking & finance"
~person:"Fermanian, Jean-David"
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Fermanian, Jean-David
Weiß, Gregor
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Journal of banking & finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Annals of economics and statistics
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Journal of Banking & Finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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The limits of granularity adjustments
Fermanian, Jean-David
- In:
Journal of banking & finance
45
(
2014
),
pp. 9-25
Persistent link: https://www.econbiz.de/10010466685
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2
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
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