Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns

URI: http://urn.fi/URN:NBN:fi:bib:me:W00092662800
about
author
inLanguage
  • en
isPartOf
name
  • Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
P60049

Instances

Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns

URI: http://urn.fi/URN:NBN:fi:bib:me:I00092662801
bookFormat
isPartOf
name
  • Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
url
View this in Finna

Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns

URI: http://urn.fi/URN:NBN:fi:bib:me:I00092662800
datePublished
  • 2000
description
  • kuvitettu
identifier
  • propertyID: FI-FENNI value: 687036
  • propertyID: FI-MELINDA value: 000926628
  • propertyID: skl value: fx687036
isbn
  • 9515556686
isPartOf
name
  • Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
numberOfPages
  • 24, [2] s.
P60048
P60050
publication
  • location: Helsingfors organizer: Svenska handelshögskolan
publisher

Download this resource as RDF: