Christian Reich

University of Basel

Petersplatz 1

Basel, CH-4003

Switzerland

SCHOLARLY PAPERS

2

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232

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0

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Scholarly Papers (2)

1.

Extremal Dependence between Market and Liquidity Risk: An Analysis for the Swiss Market

Number of pages: 18 Posted: 22 Mar 2002
Christian Reich and Patrick Wegmann
University of Basel and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 232 (133,989)
Citation 3

Abstract:

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2.

VAR for Nonlinear Instruments - Linear Approximation or Full Monte Carlo?

Financial Markets and Portfolio Management, Vol. 15, No. 3, pp. 363-378, 2001
Posted: 02 Sep 2005
Manuel Ammann and Christian Reich
University of St. Gallen - School of Finance and University of Basel

Abstract:

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