Grajales, C. A., & Medina Hurtado, S. (2023). Sensitivities-based method and expected shortfall for market risk under FRTB: Its impact on options risk capital.
Citação norma ChicagoGrajales, Carlos Alexander, y Santiago Medina Hurtado. Sensitivities-based Method and Expected Shortfall for Market Risk Under FRTB: Its Impact On Options Risk Capital. 2023.
Citação norma MLAGrajales, Carlos Alexander, y Santiago Medina Hurtado. Sensitivities-based Method and Expected Shortfall for Market Risk Under FRTB: Its Impact On Options Risk Capital. 2023.
Nota: a formatação da citação pode não corresponder 100% ao definido pela respectiva norma.