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

3 Citations (Scopus)

Original language	English
Title of host publication	Rethinking Valuation and Pricing Models
Publisher	Elsevier Inc.
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 - 2013

Access to Document

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title = "A Review of Market Risk Measures and Computation Techniques",

author = "Kasirga Yildirak and Cumhur Ekinci",

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booktitle = "Rethinking Valuation and Pricing Models",

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TY - CHAP

T1 - A Review of Market Risk Measures and Computation Techniques

AU - Yildirak, Kasirga

AU - Ekinci, Cumhur

PY - 2013

Y1 - 2013

UR - https://www.scopus.com/pages/publications/84882742106

U2 - 10.1016/B978-0-12-415875-7.00017-8

DO - 10.1016/B978-0-12-415875-7.00017-8

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AN - SCOPUS:84882742106

SN - 9780124158757

SP - 283

EP - 302

BT - Rethinking Valuation and Pricing Models

PB - Elsevier Inc.

ER -