Media type: Book Title: Portfolio value-at-risk with heavy-tailed risk factors Contributor: Heidelberger, Philip [Author]; Glasserman, Paul [Author]; Shahabuddin, Perwez [Author] imprint: Almaden; Zurich [u.a.]: IBM, 2000 Published in: Thomas J. Watson Research Center: Research report / RC ; 21817 Extent: 31 S. Language: English RVK notation: SS 5104 : Research Report (IBM): RC Origination: Footnote:
Departmental Library DrePunct – stack Shelf-mark: 2001 4 001047 001 Item ID: 30081619 Status: Loanable, place order > Ordering possible ‒ please log in