Expected shortfall and value-at-risk under a model with market risk and credit risk = Expected shortfall and value-at-risk under a model with market risk and credit risk｜Airiti Library 華藝線上圖書館

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Expected shortfall and value-at-risk under a model with market risk and credit risk

Expected shortfall and value-at-risk under a model with market risk and credit risk

蕭健邦(Kin-bong Siu)

香港大學/Master of Philosophy/Statistics and Actuarial Science/碩士(2006年)

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並列關鍵字

Risk management - Mathematical models ； Financial futures - Mathematical models ； Markov processes

國際替代計量

Expected shortfall and value-at-risk under a model with market risk and credit risk

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