Risk Modeling and Capital: Market Risk

Johannes Wernz

Chapter 7 in Bank Management and Control, 2014, pp 77-79 from Springer

Abstract: Abstract The pricing is done with the help of a variety of methods and tools. A few examples are given here.

Keywords: Cash Flow; Implied Volatility; Default Risk; Market Risk; Trading Book (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:mgmchp:978-3-642-40374-3_7

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DOI: 10.1007/978-3-642-40374-3_7

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