An actuarial approach to determine the required capital for portfolios of options subject to credit risk

URL:	http://ub-madoc.bib.uni-mannheim.de/15633
Document Type:	Conference or workshop publication
Year of publication:	1996
Book title:	Actuarial Approach for Financial Risk : 6th AFIR International Colloquium
The title of a journal, publication series:	Actuarial Approach for Financial Risk : 6th AFIR International Colloquium
Page range:	25-39
Publisher:	Albrecht, Peter
Place of publication:	Karlsruhe
Publishing house:	Verlag Versicherungswirtschaft
Publication language:	English
Institution:	Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht 1989-2021)
Subject:	330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Albrecht, Peter ; König, Alexander ; Maurer, Raimond ; Schradin, Heinrich R.

Google Scholar: Albrecht, Peter ; König, Alexander ; Maurer, Raimond ; Schradin, Heinrich R.

Hits per month over past year

You have found an error? Please let us know about your desired correction here: E-Mail

Show item