A synthetic factor approach to the estimation of value-at-risk of a portfolio of interest rate swaps

MLA

Niffikeer, Cindy I., et al. “A Synthetic Factor Approach to the Estimation of Value-at-Risk of a Portfolio of Interest Rate Swaps.” Journal of Banking & Finance, vol. 24, no. 12, Dec. 2000, p. 1903. EBSCOhost, widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsggo&AN=edsgcl.70454559&authtype=sso&custid=ns315887.

APA

Niffikeer, C. I., Hewins, R. D., & Flavell, R. B. (2000, December 1). A synthetic factor approach to the estimation of value-at-risk of a portfolio of interest rate swaps. Journal of Banking & Finance, 24(12), 1903.

Chicago

Niffikeer, Cindy I., Robin D. Hewins, and Richard B. Flavell. 2000. “A Synthetic Factor Approach to the Estimation of Value-at-Risk of a Portfolio of Interest Rate Swaps.” Journal of Banking & Finance, December 1. http://widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsggo&AN=edsgcl.70454559&authtype=sso&custid=ns315887.