INSTITUTE OF APPLIED MATHEMATICS
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Affiliation: KZI BANK

  • 2005:
    1. An Empirical Study of Greeks Approximations in Value-at-Risk Measurement for Non-linear Portfolios. Z. Sünger. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Suenger2005,
        author        = {Zafer Sünger},
        title         = {An Empirical Study of Greeks Approximations in Value-at-Risk Measurement for Non-linear Portfolios},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
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