Open AccessThe Ten Commandments for Managing Value at Risk Under the Basel II Accord
Author(s) -
JuanÁngel JiménezMartín,
Michael McAleer,
Teodosio PérezAmaral
Publication year - 2011
Publication title -
eprints complutense repositorio institucional de la ucm (universidad complutense de madrid)
Language(s) - English
Resource type - Book series
DOI - 10.1002/9781444391602.ch3
Subject(s) - ten commandments , value (mathematics) , philosophy , mathematics , theology , statistics
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