Long Term Capital Management (1998)

Robert Jarrow ()

Chapter 20 in The Economic Foundations of Risk Management:Theory, Practice, and Applications, 2017, pp 161-166 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The references for this Chapter are Lowenstein [50], Edwards [17], and Jorion [47].

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
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789813147522_0020 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789813147522_0020 (text/html)
Ebook Access is available upon purchase.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789813147522_0020

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().