SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Examination of VAR after Long Term Capital Management

Risk Management In Financial Institutions, Spring 2005
Posted: 19 Jul 2012 Last Revised: 09 Feb 2014
State University of New York, Empire State College AlumnusNew York University, College of Arts and Sciences (Candidate), Independent and Independent

Abstract:

Loading...

Hakan Yalincak, long term capital management, Hakan Yalincak NYU, value at risk, normal distribution, Gaussian, risk management in financial institutions, swap spreads, equity volatility, merger arbitrage