Title of article
A synthetic factor approach to the estimation of value-at-risk of a portfolio of interest rate swaps
Author/Authors
Cindy I. Niffikeer، نويسنده , , Robin D. Hewins، نويسنده , , Richard B. Flavell، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
30
From page
1903
To page
1932
Keywords
Value-at-Risk , Risk management , swaps
Journal title
Journal of Banking and Finance
Serial Year
2000
Journal title
Journal of Banking and Finance
Record number
193230
Link To Document