Sensitivity of VaR measures to different risk models

Author(s)

Bibliographic Information

Sensitivity of VaR measures to different risk models

by F. Drudi, A. Generale and G. Majnoni

（Temi di discussione del Servizio studi, no. 317）

Banca d'Italia, 1997

Available at  / 2 libraries

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Note

Includes bibliographical references (p. [49]-50)

Related Books： 1-1 of 1

Details

  • NCID
    BA34736434
  • Country Code
    it
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Roma
  • Pages/Volumes
    50 p.
  • Size
    30 cm
  • Parent Bibliography ID
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