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 Optimising the value-at-risk model in banks in India to adequately quantify ... 
 
 
 
Optimising the value-at-risk model in banks in India to adequately quantify market risks in emerging markets
 
Datum : Fri, 24 Jan 2020 22:05:00 GMT
Zdroj : Inderscience
Odkaz : http://www.inderscience.com/filter.php?aid=10
4623

Market risk tends to be extreme in its development and violent in its impact. This study gives consideration to the case study of banks in India in optimising the value-at-risk (VaR) model in emergin... >>>>>
 
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