A Review of Market Risk Measures and Computation Techniques


YILDIRAK Ş. K., EKİNCİ C. E.

in: Rethinking Valuation and Pricing Models, Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou, Editor, Academic Press (Elsevier), pp.283-302, 2012

  • Publication Type: Book Chapter / Chapter Vocational Book
  • Publication Date: 2012
  • Publisher: Academic Press (Elsevier)
  • Page Numbers: pp.283-302
  • Editors: Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou, Editor
  • Istanbul Technical University Affiliated: Yes