Risk Capital and VaR
- 30 November 1999
- journal article
- Published by With Intelligence LLC in The Journal of Derivatives
- Vol. 7 (2) , 41-52
- https://doi.org/10.3905/jod.1999.319145
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- Value at Risk When Daily Changes in Market Variables are not Normally DistributedThe Journal of Derivatives, 1998
- An Overview of Value at RiskThe Journal of Derivatives, 1997
- Value at RiskThe Journal of Derivatives, 1997
- Capital Requirements for Securities FirmsThe Journal of Finance, 1995
- On the Pricing of Corporate Debt: The Risk Structure of Interest RatesThe Journal of Finance, 1974
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973