Sensitivity analysis of volatility
Subtitle: a new tool for risk management
By: by Simone Manganelli, Vladimiro Ceci, and Walter Vecchiato
Contributors: Ceci, Vladimiro; Vecchiato, Walter; European Central Bank
Series: Working paper series / European Central Bank -- working paper no. 194; Working paper series (European Central Bank) -- working paper no. 194
Publisher: European Central Bank
Published: 2002
Place of publication: Frankfurt am Main, Germany
Language: eng
Notes: "November 2002."