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


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



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
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)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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