Liquidity Risk Theory and Coherent Measures of Risk
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Publisher
Elsevier BV
Reference9 articles.
1. Liquidity Risk Theory and Coherent Measures of Risk
2. Coherent measures of risk;P Artzner;Math. Fin,1999
3. Pricing and Hedging in Incomplete Markets;P Carr;Journal of Financial Economics,2001
4. Liquidity Risk and Arbitrage Pricing Theory;U R C � Etin;Finance and Stochastics,2004
5. Cash Sub-additive Risk Measures and Interest Rate Ambiguity
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1. Liquidity Risk, Definition, Facts, Regulations, Measures and Perspectives;SSRN Electronic Journal;2013
2. Bibliography;Understanding and Managing Model Risk;2012-05-23
3. Markets Evolution after the Credit Crunch;SSRN Electronic Journal;2012
4. Liquidity-, Funding- and Market-Risk Measurement and Stress-Testing;SSRN Electronic Journal;2012
5. Interest Rates After the Credit Crunch: Multiple Curve Vanilla Derivatives and SABR;SSRN Electronic Journal;2011
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