
Parametrische Modelle zur Ermittlung des Value-at-Risk
| dc.contributor.advisor | Hax, Herbert |
| dc.contributor.author | Read, Oliver |
| dc.date.accessioned | 2021-02-08T13:21:39Z |
| dc.date.available | 2021-02-08T13:21:39Z |
| dc.date.issued | 1998-12-18 |
| dc.identifier.uri | https://hlbrm.pur.hebis.de/xmlui/handle/123456789/9 |
| dc.identifier.uri | http://dx.doi.org/10.25716/pur-20 |
| dc.language.iso | de |
| dc.publisher | Universität zu Köln |
| dc.subject | Value-at-Risk, Market Risk |
| dc.title | Parametrische Modelle zur Ermittlung des Value-at-Risk |
| dc.title.alternative | Parametric Value-at-Risk Models |
| dc.type | Dissertation |
| dcterms.accessRights | open access |
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