Moment based approaches to Value the Risk of contingent claim portfolios (Q1026540)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Moment based approaches to Value the Risk of contingent claim portfolios |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment based approaches to Value the Risk of contingent claim portfolios |
scientific article |
Statements
Moment based approaches to Value the Risk of contingent claim portfolios (English)
0 references
25 June 2009
0 references
Value at Risk
0 references
contingent claims
0 references
delta-gamma approximation
0 references
distributional moments
0 references
heavy tails
0 references
asymmetry
0 references
