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Record Nr. |
UNINA9910692113403321 |
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Autore |
Abken Peter A (Peter Albert), <1957-> |
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Titolo |
An empirical evaluation of value at risk by scenario simulation [[electronic resource] /] / Peter A. Abken |
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Pubbl/distr/stampa |
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[Washington, D.C.] : , : U.S. Office of the Comptroller of the Currency, , [2000] |
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Collana |
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[Economics working paper ; ; 2000-3] |
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Soggetti |
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Financial futures - Evaluation |
Risk management - Evaluation |
Derivative securities |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Title from title screen (viewed on Jan. 30, 2004). |
"March 2000." |
Series statement from pre-page. |
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Nota di bibliografia |
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Includes bibliographical references. |
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