Home
People
Institutions
Chairs
Agenda
Job market
Login
Updated: 29/09/2009 13:49
Sensitivity analysis of VaR and Expected shortfall for portfolios under netting agreements
Abstract:
Authors:
Jean-David FERMANIAN
&
Olivier SCAILLET
(2003)
JEL classification:
Keywords:
Download locations
http://83.145.66.219/ckfinder/userfiles/files/Pageperso/fermania/2003-33.pdf
Support and feedback:
info@e-fern.org
Abstract: