Applied Quantitative Finance by Wolfgang Karl Härdle Cathy Yi-Hsuan Chen & Ludger Overbeck

Author:Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen & Ludger Overbeck
Language: eng
Format: epub
Publisher: Springer Berlin Heidelberg, Berlin, Heidelberg

References

Abdous, B., Fougères, A.-L., & Ghoudi, K. (2005). Extreme behaviour for bivariate elliptical distributions. Canadian Journal of Statistics, 33(3), 317–334.MathSciNetCrossrefMATH

Alfaro, R., & Drehmann, M. (2009). Macro stress tests and crises: what can we learn? BIS Quarterly Review (December 2009), 29–41.

Basel Committee on Banking Supervision. (2006). International Convergence of Capital Measurement and Capital Standards: A Revised Framework, Comprehensive Version. Technical report, Bank for International Settlements.

Download

Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.