An empirical evaluation of value at risk by scenario simulation /

Bibliographic Details
Main Author:	Abken, Peter A. (Peter Albert), 1957-
Corporate Author:	United States. Office of the Comptroller of the Currency
Format:	Government Document Book
Language:	English
Published:	[Washington, D.C.] : U.S. Office of the Comptroller of the Currency, [2000]
Series:	Economic and policy analysis working paper (2000) ; 2000-3.
Subjects:	Financial futures > Evaluation. Risk management > Evaluation. Derivative securities.
Online Access:	https://purl.fdlp.gov/GPO/LPS42697

Available Online