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Filtragem por: O Criador Liu, Guochun Tipo de recurso Thesis

Value at Risk Models for a Nonlinear Hedged Portfolio

Palavra-chave:

Risk Management, Risk Measure, Value at Risk, and Hedging

O Criador:

Liu, Guochun

Advisor:

Vermes, Domokos

Editor:

Worcester Polytechnic Institute

Data Criada:

2004-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences