Integrating different types of risk into VaR

Aas, Kjersti

October 03, 2008

SAMBA

• Refereed: 0
• Conference: Risk magazine training course: A Quantitative Approach to Calculating VaR
• Title: Integrating different types of risk into VaR
• Author(s): Aas, Kjersti
• Published date: October 03, 2008