No label defined (Q4518945)
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scientific article; zbMATH DE number 1538082
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 1538082 |
Statements
29 August 2001
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value at risk
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risk management
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credit risk
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P\&L distribution
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generalized hyperbolic distribution
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0.7936005592346191
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0.7690554261207581
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0.7688621878623962
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