Improving grid-based methods for estimating value at risk of fixed-income portfolios
- Författare
- Michael S. Gibson
- (Michael S. Gibson and Matthew Pritsker.)
- Genre
- Bibliografi
- Språk
- Engelska
| Förlag | År | Ort | Om boken | ISBN |
|---|---|---|---|---|
| Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board | 2000 | District of Columbia, Washington, D.C | 29, 6 sidor. : ill. 28 cm. |