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Book Chapter: Expected shortfall under a model with market and credit risks

TitleExpected shortfall under a model with market and credit risks
Authors
Siu, KBBYang, H
Issue Date2007
PublisherSpringer.
Citation
Expected shortfall under a model with market and credit risks. In Hidden Markov Models in Finance, p. 91-100. Springer, 2007 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/120735

 

DC FieldValueLanguage
dc.contributor.authorSiu, KBBen_HK
dc.contributor.authorYang, Hen_HK
dc.date.accessioned2010-09-26T09:53:49Z-
dc.date.available2010-09-26T09:53:49Z-
dc.date.issued2007en_HK
dc.identifier.citationExpected shortfall under a model with market and credit risks. In Hidden Markov Models in Finance, p. 91-100. Springer, 2007en_HK
dc.identifier.urihttp://hdl.handle.net/10722/120735-
dc.languageengen_HK
dc.publisherSpringer.en_HK
dc.relation.ispartofHidden Markov Models in Financeen_HK
dc.titleExpected shortfall under a model with market and credit risksen_HK
dc.typeBook_Chapteren_HK
dc.identifier.emailYang, H: hlyang@hkusua.hku.hken_HK
dc.identifier.hkuros129335en_HK
dc.identifier.spage91en_HK
dc.identifier.epage100en_HK

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