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ChapterDifferent Kinds of Risk

Paul Embrechts A2009

Chapter2009

Different Kinds of Risk

Paul Embrechts A · Hansjörg Furrer · Roger Kaufmann

24 citations·0/0 files stored·Springer eBooks

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Financial Risk and Volatility Modeling Risk Management in Financial Firms Risk and Portfolio Optimization

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References

1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1999Coherent Measures of Risk 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 1999Modeling Term Structures of Defaultable Bonds 2005Quantitative Risk Management: Concepts, Techniques, and Tools 1999Loss Models: From Data to Decisions 1998On cox processes and credit risky securities 2001Value at Risk

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Year2009

Typechapter

Published2009-01-01

VenueSpringer eBooks

Languageen

Citations24

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/978-3-540-71297-8_32

openalex_workW2604461

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