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CRR risk areas

Delta and non-delta method for option risks

Fast facts

  • Internal authorship

    Prof. Dr. Hermann Schulte-Mattler

  • Further publishers

    • Michael Niermeier

  • Publishment

    • 2015

  • Anthology

    CRR-Risikobereiche

  • Journal

    Risiko-Manager : Fachzeitschrift für Risiko-Experten,Risiko-Manager : Fachzeitschrift für Risiko-Experten (20)

  • Organizational unit

    Business Studies

  • Subjects

    • Economics in general

  • Publication format

    Journal article (Article)

Quote

Schulte-Mattler, Hermann & Niermeier, Michael 2015 CRR risk areas. Risiko-Manager : Fachzeitschrift für Risiko-Experten 20, 6-15.

About the publication

Linked publications and references

https://ld.zdb-services.de/resource/2475004-9(Opens in a new tab)

Notes and references

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