Risk Modeling and Capital: Market Risk

Johannes Wernz

Chapter Chapter 7 in Bank Management and Control, 2020, pp 81-88 from Springer

Abstract: Abstract Pricing is often done with the help of advanced Monte Carlo Simulations (see below). There are some alternative (traditional) methods and tools. A few examples are provided here:

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:mgmchp:978-3-030-42866-2_7

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DOI: 10.1007/978-3-030-42866-2_7

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