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J.D. Fermanian, O. Scaillet
Books by J.D. Fermanian, O. Scaillet
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Sensitivity analysis of VaR and Expected Shortfall for portfolios under netting agreements [An article from: Journal of Banking and Finance]
J.D. Fermanian, O. Scaillet
10.95
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![Sensitivity analysis of VaR and Expected Shortfall for portfolios under netting agreements [An article from: Journal of Banking and Finance]](https://www.ebooknetworking.net/books/B00/0RR/bigB000RR2V58.jpg)