The Resource An empirical evaluation of value at risk by scenario simulation, Peter A. Abken, (electronic resource)

An empirical evaluation of value at risk by scenario simulation, Peter A. Abken, (electronic resource)

Label
An empirical evaluation of value at risk by scenario simulation
Title
An empirical evaluation of value at risk by scenario simulation
Statement of responsibility
Peter A. Abken
Creator
Contributor
Subject
Language
eng
Member of
Additional physical form
Also available in paper.
Cataloging source
GPO
http://library.link/vocab/creatorDate
1957-
http://library.link/vocab/creatorName
Abken, Peter A.
Government publication
federal national government publication
Index
no index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
United States
Series statement
Economics working paper
Series volume
2000-3]
http://library.link/vocab/subjectName
  • Financial futures
  • Risk management
  • Derivative securities
Label
An empirical evaluation of value at risk by scenario simulation, Peter A. Abken, (electronic resource)
Link
http://purl.access.gpo.gov/GPO/LPS42697
Instantiates
Publication
Note
  • Title from title screen (viewed on Jan. 30, 2004)
  • "March 2000."
  • Series statement from pre-page
  • Available online
Bibliography note
Includes bibliographical references
Control code
tlc00640013
Form of item
electronic
System control number
  • 1264965
  • (Sirsi) 1264965
System details
Mode of access: Internet via the OCC Web site. Address as of 01/30/04: http://www.occ.treas.gov/ftp/workpaper/wp2000-3.pdf; current access is available via PURL
Label
An empirical evaluation of value at risk by scenario simulation, Peter A. Abken, (electronic resource)
Link
http://purl.access.gpo.gov/GPO/LPS42697
Publication
Note
  • Title from title screen (viewed on Jan. 30, 2004)
  • "March 2000."
  • Series statement from pre-page
  • Available online
Bibliography note
Includes bibliographical references
Control code
tlc00640013
Form of item
electronic
System control number
  • 1264965
  • (Sirsi) 1264965
System details
Mode of access: Internet via the OCC Web site. Address as of 01/30/04: http://www.occ.treas.gov/ftp/workpaper/wp2000-3.pdf; current access is available via PURL

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