An empirical evaluation of value at risk by scenario simulation
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- Created Date
- [2000]
- Description
"March 2000."
Includes bibliographical references (p. 30-31)
- Creator
Abken, Peter A. (Peter Albert), 1957
- Partner
- HathiTrust
- Contributing Institution
- University of California
- Publisher
- [Washington, DC] : [U.S. Office of the Comptroller of the Currency]
- Subjects
- Risk management
Derivative securities
Risk management--Evaluation
Financial futures--Evaluation - Type
- text
- Format
- Language materialElectronic resourceUnmediatedVolume
- Language
- English
- Rights
- Public domain. Learn more at http://www.hathitrust.org/access_use
- Chicago citation style
- Abken, Peter A. (Peter Albert), 1957. An empirical evaluation of value at risk by scenario simulation. [2000]. Retrieved from the Digital Public Library of America, http://catalog.hathitrust.org/Record/102157430. (Accessed April 18, 2024.)
- APA citation style
- Abken, Peter A. (Peter Albert), 1957, ([2000]) An empirical evaluation of value at risk by scenario simulation. Retrieved from the Digital Public Library of America, http://catalog.hathitrust.org/Record/102157430
- MLA citation style
- Abken, Peter A. (Peter Albert), 1957. Retrieved from the Digital Public Library of America <http://catalog.hathitrust.org/Record/102157430>.