An empirical evaluation of value at risk by scenario simulation [[electronic resource] /] / Peter A. Abken

• Autore: Abken Peter A (Peter Albert), <1957->
• Pubblicazione: [Washington, D.C.] : , : U.S. Office of the Comptroller of the Currency, , [2000]
• Soggetto topico: Financial futures - Evaluation; Risk management - Evaluation; Derivative securities
• Note generali: Title from title screen (viewed on Jan. 30, 2004).; "March 2000."; Series statement from pre-page.
• Nota di bibliografia: Includes bibliographical references.
• Titolo autorizzato: An empirical evaluation of value at risk by scenario simulation
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910692113403321
• Lo trovi qui: Univ. Federico II