Estimating the Joint Tail Risk Under the Filtered...

  • Main
  • 2015
  • Estimating the Joint Tail Risk Under the Filtered...

Estimating the Joint Tail Risk Under the Filtered Historical Simulation. An Application to the CCP's Default and Waterfall Fund

Barone Adesi, Giovanni, Giannopoulos, Kostas, Vosper, Les
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Year:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2588573
File:
PDF, 406 KB
english, 2015
Conversion to is in progress
Conversion to is failed