000 | 00522nam a2200181Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aDowd, Kevin | ||
240 | _aJournal of Derivatives (Q) | ||
245 | _aUsing order statistics to estimate confidence intervals for probabilistic risk measures | ||
246 | _f2006 | ||
260 | _c2006 | ||
300 |
_bV. 14 _cIssue. 2 _a77 - 81 |
||
366 | _b2006 | ||
366 | _bWinter | ||
650 | _aDerivatives | ||
653 | _aRisk management;Risk measures;Order satistics | ||
942 | _cJA | ||
999 |
_c46169 _d46169 |