Monte-Carlo estimations of the downside risk of derivative portfolios :: Patrick Leoni :: National University of Ireland, Maynooth 2007 :: OBNB, the Open British National Bibliography

Publication Data

Title Monte-Carlo estimations of the downside risk of derivative portfolios
Author Patrick Leoni
Contributor
Publisher National University of Ireland, Maynooth
Publication date 2007
Publication location Maynooth, Co. Kildare
Language English

Topics

Derivative securities :: Mathematical models
Monte Carlo method
Portfolio management :: Mathematical models
Risk

Catalogue Data

OBNB ID GBB054501
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.645701518282

ISBD

P1053 23 p.
P1042 Includes bibliographical references.

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Monte-Carlo estimations of the downside risk of derivative portfolios by Patrick Leoni. Published by National University of Ireland, Maynooth in 2007. Publication and catalogue information, links to buy online and reader comments.