三种市场的风险建模:多空交易头寸的VaR方法

{"title":"三种市场的风险建模:多空交易头寸的VaR方法","authors":"Timotheos Angelidis, Stavros Degiannakis","doi":"10.1201/9780429081385-241","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":13764,"journal":{"name":"International Conference of Computational Methods in Sciences and Engineering 2004 (ICCMSE 2004)","volume":"31 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2019-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Modeling Risk in Three Markets: VaR Methods for Long and Short Trading Positions\",\"authors\":\"Timotheos Angelidis, Stavros Degiannakis\",\"doi\":\"10.1201/9780429081385-241\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":13764,\"journal\":{\"name\":\"International Conference of Computational Methods in Sciences and Engineering 2004 (ICCMSE 2004)\",\"volume\":\"31 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-04-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"International Conference of Computational Methods in Sciences and Engineering 2004 (ICCMSE 2004)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1201/9780429081385-241\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Conference of Computational Methods in Sciences and Engineering 2004 (ICCMSE 2004)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1201/9780429081385-241","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}