A review of market risk measures and computation techniques

Kasirga Yildirak^*, Cumhur Ekinci

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Rethinking Valuation and Pricing Models
Subtitle of host publication	Lessons Learned from the Crisis and Future Challenges
Publisher	Elsevier
Pages	283-302
Number of pages	20
ISBN (Print)	9780124158757
DOIs	https://doi.org/10.1016/B978-0-12-415875-7.00017-8
Publication status	Published - 8 Nov 2012

Access to Document

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title = "A review of market risk measures and computation techniques",

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AU - Ekinci, Cumhur

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SN - 9780124158757

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EP - 302

BT - Rethinking Valuation and Pricing Models

PB - Elsevier

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