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Sensitivity of VaR measures to different risk models

Drudi, Francesco

Sensitivity of VaR measures to different risk models
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Category

Testo

Nature

Monografia

Title

Sensitivity of VaR measures to different risk models

Names

[Autore] Drudi, Francesco
[Autore] Majnoni, Giovanni
[Autore] Generale, Andrea

BNI subject

Investimenti - Rischi

Description

Sensitivity of VaR measures to different risk models / by F. Drudi, A. Generale and G. Majnoni

Physical description

50 p. ; 30 cm.

Date

1997

Place of publication

Roma

Village

ITALIA

Tongue

INGLESE

Title Opera

Sensitivity of VaR measures to different risk models.

Source

Biblioteche SBN Sardegna

ID

IT\ICCU\MIL\0356184

Resources links

http://id.sbn.it/bid/MIL0356184
Biblioteca universitaria di Cagliari

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