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Financial risk / Economy / Mathematical finance / Finance / Money / Actuarial science / Value at risk / Risk measure / Basel II / Variance / Coherent risk measure / Risk
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

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