VaR Stress Tests for Highly Non-Linear Portfolios

J.H.J. Einmahl, W. Foppen, O. Laseroms, C.G. de Vries

Research output: Book/Report › Report

Original languageEnglish
Place of PublicationEindhoven
PublisherEURANDOM
Publication statusPublished - 2002

Publication series

NameResearch Paper
No.2002-019

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