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Value-at-risk

a modern instrument for managing the price risks of banking operations

Fast facts

Internal authorship
Prof. Dr. Hermann Schulte-Mattler
Further publishers
- Uwe Gaumert
Publishment
- 2006
Anthology
Handbuch MaRisk
Organizational unit
Business Studies
Subjects
- Banking
Publication format
Anthology contribution (Article)

Quote

Schulte-Mattler, Hermann & Gaumert, Uwe 2006 Value-at-Risk. In Handbook MaRisk. Frankfurt, M.: Knapp, 183-224.

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