Monte-Carlo estimations of the downside risk of derivative portfolios

Patrick Leoni

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

Original languageEnglish
Title of host publicationProceedings of the 4th IEEE Conference on Wireless Communications, Networking and Mobile Computing
Number of pages5
PublisherIEEE
Publication date2008
Pages1-5
ISBN (Print)978-1-4244-2107-7
DOIs
Publication statusPublished - 2008
EventMonte-Carlo estimations of the downside risk of derivative portfolios - Dalian, China
Duration: 24. Aug 2010 → …

Conference

ConferenceMonte-Carlo estimations of the downside risk of derivative portfolios
CountryChina
CityDalian
Period24/08/2010 → …

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