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Source: www.bis.org
File: Report Pdf 53398 | Mar02t
The effect of VaR-based risk management on asset prices 1 and the volatility smile 2 Arjan Berkelaar, World Bank, Phornchanok Cumperayot, Erasmus University, Rotterdam, and Roy Kouwenberg, Aegon Asset Management ...
Filetype PDF | Posted on 20 Aug 2022 | 2 years ago