Metallgesellschaft (1993)

Robert Jarrow ()

Chapter 17 in The Economic Foundations of Risk Management:Theory, Practice, and Applications, 2017, pp 141-145 from World Scientific Publishing Co. Pte. Ltd.

Abstract: This Chapter is based on Culp and Miller [13, 14], Edwards and Canter [16], and Mello and Parsons [51].

Keywords: Risk Management; Derivatives; Value-at-Risk; Funding Risk; Financial Engineering (search for similar items in EconPapers)
JEL-codes: G31 (search for similar items in EconPapers)
Date: 2017
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