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Darrell Duffie, Jun Pan and SpringerLink (Online service)

Analytical value-at-risk with jumps and credit risk

Published in: Finance and stochastics 5, 2, date:04.2001

Title

Analytical value-at-risk with jumps and credit risk

Involved 

Darrell Duffie (Verfasser)
Jun Pan (Verfasser)
SpringerLink (Online service) (Sonstige)

Published in

Finance and stochastics 5, 2, date:04.2001, Seite 155-180

Published

2001

Language

Englisch

Country

Deutschland

Topic

Wirtschaft

Subject

Quantitative Finance.
Finance, general.
Statistics for Business, Management, Economics, Finance, Insurance.
Economic Theory/Quantitative Economics/Mathematical Methods.
Probability Theory and Stochastic Processes.

Persistent identifier

urn:nbn:de:101:1-2019101923213129353878 (URN)
10.1007/PL00013531 (DOI)

Record ID

1197465197
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