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Author
Abken, Peter A. (Peter Albert), 1957-
Title
An empirical evaluation of value at risk by scenario simulation [electronic resource] / Peter A. Abken.
Imprint
[Washington, D.C.] : U.S. Office of the Comptroller of the Currency, [2000]
Connect to
Connect to http://purl.access.gpo.gov/GPO/LPS42697
Copies
Location
Call No.
OPAC Message
Status
Axe Federal Documents Online
T 12.22:2000-3
---
Available
Series
[Economics working paper ; 2000-3]
Economic and policy analysis working paper (2000) ; 2000-3.
System Details
Mode of access: Internet via the OCC Web site. Address as of 01/30/04: http://www.occ.treas.gov/ftp/workpaper/wp2000-3.pdf; current access is available via PURL.
Note
Title from title screen (viewed on Jan. 30, 2004).
"March 2000."
Series statement from pre-page.
Form
Also available in paper.
Bibliography
Includes bibliographical references.
Subject
Financial futures -- Evaluation.
Risk management -- Evaluation.
Derivative securities.
Added Author
United States. Office of the Comptroller of the Currency.
Other Form:
Abken, Peter A. (Peter Albert), 1957- empirical evaluation of value at risk by scenario simulation 45 p. (OCoLC)44027477
Gpo Item No.
0947-A-01 (online)
Sudoc No.
T 12.22:2000-3
Available items only
