fr
{{ search | replaceEmpty }}

N°16-25: Replicating Portfolio Approach to Capital Calculation, M. Cambou and D. Filipovic, 2016.

N°16-25: Replicating Portfolio Approach to Capital Calculation, M. Cambou and D. Filipovic, 2016.

AuthorD. Filipović, M. Cambou
Date21 avr. 2016
CatégorieWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2763733

Swiss Finance Institute - Genève

Université de Genève
42, Bd du Pont d`Arve
CH-1211 Genève 4

Tel: +41 22 379 84 71
Fax: +41 22 379 84 77
E-mail: research@sfi.ch
  phd@sfi.ch

Swiss Finance Institute - Zurich

Walchestrasse 9
CH-8006 Zurich

Tél.: +41 44 254 30 80
Fax: +41 44 254 30 85
E-mail: info@sfi.ch

Menu

© Swiss Finance Institute Stiftung
fr