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Stress testing in a value-at-risk framework

Presented by: 
P Kupiec [FreddieMac]
Date: 
Friday 2nd October 1998 - 16:00 to 00:00
Venue: 
INI Seminar Room 1
Session Title: 
The Mathematics of RISK Management
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons