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Financial derivatives : hedging with futures, forwards, options and swaps

Winstone, David - 1995 - 1. ed.

Persistent link: https://www.econbiz.de/10013487872

Proceedings of the International Conference "Managing Credit and Market Risk - New Techniques for New Sources of Risk"

Berardi, Andrea (contributor) - 2001

Persistent link: https://www.econbiz.de/10001603343

Credit Risk und Value-at-Risk Alternativen : Herausforderungen für das Risk-Management

Oehler, Andreas (ed.) - 1998

Persistent link: https://www.econbiz.de/10000664860

Measuring Market Risk Under the Basel Accords : VaR, Stressed VaR, and Expected Shortfall

Chen, James Ming - 2014

Each of the most recent accords of the Basel Committee on Banking Regulation, known as Basel II, 2.5, and II, has embraced a different primary measure of market risk in global banking regulation: traditional value-at-risk (VaR), stressed VaR, and expected shortfall. After introducing the...

Persistent link: https://www.econbiz.de/10013064141