Monte-Carlo estimations of the downside risk of derivative portfolios /

by Patrick Leoni.
Bibliographic Details
Main Creator: Leoni, Patrick.
Contributors: National University of Ireland, Maynooth. Dept. of Economics.
Format: Book
Language:English
Published / Created: Maynooth, Co. Kildare : National University of Ireland, Maynooth, 2007.
Series:Economics Department working papers series ; N176/06/07.
Subjects:
Notes:Includes bibliographical references.

Physical description: 23 p. ; 21 cm.

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10A 2047
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