Type:

Bachelor Thesis Business Administration

Status:

completed

Tutor:

• Prof. Dr. Rüdiger Kiesel

Abstract

Diskussion liquiditätsadjustierter Risikomaße.

Literatur:

- Liquidity-adjusted Market Risk Measures with Stochastic Holding Period. Brigo, Damiano and Nordio, Claudio. October, 2010.

Abrufbar unter:  Cornell University