Ji yu VaR he ES de li lü feng xian du liang
Subtitle: Risk measure of interest rate based on VaR and ES model
By: He Qizhi zhu
Edition: Di 1 ban
Series: Zhong qing nian jing ji xue jia wen ku = -- Zhongqingnian jingjixuejia wenku
Publisher: Jing ji ke xue chu ban she
Published: 2011
Place of publication: Beijing Shi
Language: chi
Number of pages: 262
ISBN-13: 9787514105117
Subjects: Interest rates; Interest rate risk; Econometric models; Mathematical models
Other titles: Risk measure of interest rate based on VaR and ES model; Jiyu VaR he ES de lilv fengxian duliang
Notes: "Anhui cai jing da xue zhu zuo chu ban ji jin zi zhu"-T.p.

Includes bibliographical references (p. 249-261).