Universität Karlsruhe (TH), Germany, December 15 - 17, 1999
Thursday - Section 6 - Value at Risk
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A | Value at Risk Approaches in the Case of Fat-Tailed Distributions of Risk Factors | |||
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A | The Impact of a Drift on VaR | |||
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A | A Comparison of Analytical VaR Methodologies for Portfolios that Include Options | |||
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A | Lower Practical Moments As Measures of Perceived Risk- An Experimental Study | |||
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A | Country Risk-Indicator. An Option Based Evaluation - Implicit default probabilitiesof foreign USD bonds | |||
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