مرکز منطقه ای اطلاع رساني علوم و فناوري - Value at risk models for Dutch bond portfolios

Title of article :

Value at risk models for Dutch bond portfolios

Author/Authors :

Peter J. G. Vlaar، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2000

Pages :

From page :

1131

To page :

1154

Keywords :

Variance±covariancemethod , Value-at-Risk , Monte Carlo simulation , Bond portfolio , Historical simulation

Journal title :

Journal of Banking and Finance

Serial Year :

2000

Journal title :

Journal of Banking and Finance

Record number :

193197

Link To Document :