The following pages link to (Q4425387):
Displaying 10 items.
- Computing the distribution of the sum of dependent random variables via overlapping hypercubes (Q894208) (← links)
- Scenario simulation: Theory and methodology (Q1367945) (← links)
- The practice of Delta--Gamma VaR: Implementing the quadratic portfolio model. (Q1406488) (← links)
- Methods for computing numerical standard errors: review and application to value-at-risk estimation (Q1669699) (← links)
- Mark to market value at risk (Q1739653) (← links)
- Nonlinear risk of linear instruments (Q2752035) (← links)
- Coherent measures of risk (Q2757301) (← links)
- Small perturbations with large effects on value-at-risk (Q5250622) (← links)
- Computational aspects of portfolio risk estimation in volatile markets: a survey (Q5881677) (← links)
- Simulating risk measures via asymptotic expansions for relative errors (Q6054368) (← links)
