Tabulations for value at risk and expected shortfall (Q5349132)
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scientific article; zbMATH DE number 6763636
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| default for all languages | No label defined |
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| English | Tabulations for value at risk and expected shortfall |
scientific article; zbMATH DE number 6763636 |
Statements
Tabulations for value at risk and expected shortfall (English)
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23 August 2017
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expected shortfall
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parametric distributions
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value at risk
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0.87282383
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0.86748064
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0.8382036
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0.83739245
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0.8357139
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0.8322065
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0.82234275
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0.8220166
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