Philippe Jorion: Value at Risk – The New Benchmark for Managing Financial Risk
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- Giacomo Bormetti & Sofia Cazzaniga, 2011. "Multiplicative noise, fast convolution, and pricing," Papers 1107.1451, arXiv.org.
- Dora Balog, 2011. "Capital allocation in financial institutions: the Euler method," IEHAS Discussion Papers 1126, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
- Meilan Yan & Maximilian J. B. Hall & Paul Turner, 2014.
"Estimating Liquidity Risk Using The Exposure‐Based Cash‐Flow‐At‐Risk Approach: An Application To The Uk Banking Sector,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 19(3), pages 225-238, July.
- Meilan Yan & Maximilian J. B. Hall & Paul Turner, 2011. "Estimating Liquidity Risk Using The Exposure-Based Cash-Flow-at-Risk Approach: An Application To the UK Banking Sector," Discussion Paper Series 2011_06, Department of Economics, Loughborough University, revised Nov 2011.
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