External Risk Measures and Basel Accords Steven Kou Department of IEOR, 312 Mudd Building, Columbia University, New York, New York 10027, Xianhua Peng

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Date: 2012-03-20 08:57:54 Financial risk Economy Mathematical finance Finance Money Actuarial science Value at risk Risk measure Basel II Variance Coherent risk measure Risk		External Risk Measures and Basel Accords Steven Kou Department of IEOR, 312 Mudd Building, Columbia University, New York, New York 10027, Xianhua Peng Add to Reading List Source URL: www.rmi.nus.edu.sg Download Document from Source Website File Size: 474,83 KB Share Document on Facebook

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