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Search Result for: (delta-gamma)
Document Title Author Issue Date
Efficient VaR and Expected Shortfall Computation.. [Oosterlee, Cornelis W.][Ortiz-Gracia, Luis] 7-19-2014
Parallel Computation of Value at Risk Using Delt.. [Zhang, Nan][Man, Ka Lok][Lim, Eng Gee] 4-13-2014
Error Analysis of Quantile-Approximations Using .. [Jaschke, Stefan R.] 6-1-2005
Comparison of Different Methods for Calculation .. [Volmar, Ulrike] 3-12-2005
The Practice of Delta-Gamma VaR: Implementing th.. [Castellacci, Giuseppe][Siclari, Michael J.] 2-26-2005
Analytical Delta-Gamma VaR Methods for Portfolio.. [Javanainen, Timo] 1-31-2005
How Accurate is the Delta-Gamma Methodology? [Zangari, Peter] 8-7-2003
The Cornish-Fisher Expansion in the Context of D.. [Jaschke, Stefan R.] 8-6-2003
Delta-Gamma Four Ways [Mina, Jorge][Ulmer, Andrew] 9-13-2002
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