Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Ben De Prisco
Information about the author Ben De Prisco will soon be added to the site.
Found
1 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
A semi-analytical method for VaR and credit exposure analysis
2007
In this paper, we discuss new analytical methods for computing Value-at-Risk (VaR) and...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers